www.yankees.mlb.com is the website of the NY Yankees baseball team. Think there are some evening games the days you are there.
However, if you purchase tickets online you may have to use the Will Call box office at the stadium. You will have to present photo identification (like your passport or your UK photocard driving licence if you have such a thing) when collecting tickets.
If you have photo ID like a UK photocard driving licence take that with you when you go shopping. I suggest this as some stores also ask for photo id when payment is made with a credit card.
If you are planning on using a credit card during the holiday it is wise to inform the credit card company before departing the UK. They could stop your credit card otherwise!!.
Do each complete the green visa waiver form and white customs form given to you at check-in whilst on the plane - you do not want to do this whilst waiting in line at immigration. You will each be fingerprinted and photographed on arrival.
Would certainly wear comfy shoes - certainly not heels!!!. Trainers are ideal.
South Street Seaport is worth a visit as is the NYSE. If the Beast speedboat is running from the seaport do ride!!.
Time Out magazine should have good ideas re comedy clubs.