Congratulations on deciding to visit the Big Apple. Whether you choose to spend time in the Metropolitan Museum of Art or an S&M club in the West Village, or both (we wouldn't be surprised if the Met had an S&M club in its basement), you're in for quite an experience. NYC isn't nearly as crazy or dangerous as movies make it out to be, so relax and enjoy its intrinsic weirdness.
By the way, we're assuming that you want to visit Manhattan. The other boroughs (the Bronx, Queens, Brooklyn and Staten Island) all have their own charms, but save those for your second trip; as months of watching "Sex and the City" have taught you, anything worth seeing is in Manhattan.
eHow Article: How to Plan a Trip to New York City