Pre-New York Advice - Make a list of kids' films set in New York and watch one a night (one a week if you weren't going with such short notice). It really helped my children get excited about what they wanted to see
Ghostbusters, Enchanted, Big, Stuart Little, Spider-Man films, Night At the Museum, Elf, etc etc - there are loads of them.
The actual Winnie the Pooh, Piglet etc are in the New York Central Libraryn children's secret, which is alway nice to visit. (It's also the opening scene in Ghostbusters, which my kids appreciated) film)
Eat downstairs at Grand Central Station because the tiled Oyster Bar (they have other stuff too) is gorgeous and the cheesecake places is unbelievable.
Caliente Cab Company (7th Avenue and Bleeker) is great fun if your family likes Mexican food - thay make the guacamole and salsa at the table. Great margaritas, by the way.
My now-23yo still remembers riding the ferris wheel inside the Toys R Us at Times Square when he was 10, so that proved memorable.
The CIrcle Line Cruises at Pier 83 are a nice way to see the sights while resting your aching feet - the 90 minute one hits all the main attractions for kids with shorter attention spans, although the dusk cruise watchign the lights come on in the city is lovely too.