I go to NYC several times a year (I live in a city north of NYC that rhymes with "Loston"). If you have model trains, Trainworld in Brooklyn is a must. I'd suggest though, before you leave, go to their website,
www.trainworldonline.com and take a look around and maybe jot down some numbers of things you might want to buy, their inventory is HUGE. I'd also suggest going to the main page at
www.trainworld.com and signing up for their email newsletter, they might have a sale while your down. They have some of the best prices in the country, and many times, even with mail order is still the lowest. I've done this a few timesL take the F train to Trainworld at Ditmas Ave. Then after your visit, take the F to Coney Island and after looking around, take another train back to Manhattan. Speaking of, the end of the N and the Q stops near the Hell Gate Bridge. Another suggestion if you got the time and money would be to take the Circle Cruise around Manhattan
http://www.circleline42.com/new-york-cruises/home.aspx. Even though it's not a train, you get to go under both the Williamsburg and Manhattan Bridges, plus the Metro North Bridge, THROUGH another railroad bridge, and views of the 207th street yards and Metro North trains. I had a great time (but take the bus or a cab to the 42nd street docks, it's a long way from the ACE stop on 42nd street).
Another thing I like besides trains is food and I'd definitely recommend Tracks, located on the LIRR level of Penn station to the left of the ticket counters. Models of trains on shelves, pictures of local roads, and your placemats are pictures of trains!
http://www.tracksbargrill.com/about.html I ate their once, I found the prices to be OK for NY and the food was good, to say nothing of the atmosphere. It's a bar but there's a quieter seating area in the rear.
Tangentially related and much more expensive is the Oyster Bar in Grand Central. While not decorated in a train related way, it is a historic restaurant.
If this is your first time to NYC, I'd suggest when you get there, go to a hudson news stand in either Penn or Grand Central or the transit museum annex in Grand Central and buy one of the laminated maps. While the MAP is really cool and free, it's rather large, but do get one. I have a friend who's from Staten Island and a train enthusiast, he uses it for a poster.
Lastly: take a look at this:
http://www.nycsubway.org/wiki/New_York_ ... Track_Maps and consider purchasing the book. I did and it's fantastic.