The wife and I went here while we were in New York, it's only really just opened - http://timesscarenyc.com/index.html
We saw Dan Sperry, a pretty cool magician, and when he heard we were there on honeymoon he even signed a poster for us and did some close up magic
But the high point for me was the Halloween haunted house walk through. Michael Myers stalks you, body bags hang from the ceiling that you have to push your way through, undead nurses torture patients, and clown heads hang down and watch you...
Seriously, I freaking loved it! If you're in New York, go visit! I loved it