So the first spot you should hit, if you can find it, is this spot in chinatown.
go to Chinatown Fair, located here:
http://maps.google.com/maps?client=s...image&resnum=4
its a video game arcade. when you are facing the arcade, turn to your left, and walk up the street, keeping an eye on your right hand side. There is a small shop that has lots of 1/6 figures in the window, go in there and ask for danny. He has very reasonable prices and a great selection.
Then try these other spots, which you should be able to find on google maps.
Toy Tokyo (a bit expensive, but pretty good selection) - Manhattan
Jim Hanley's Universe - Manhattan
Forbidden Planet - Manhattan
Midtown Comics - Manhattan
Vikings Playground (probably the best prices you'll be able to find, but its way out in Brooklyn)
Hope this helps