Oh, I've just been...
It was really cold, but just wrap up and it'll be fine. Take a hat, gloves and a warm coat! I just wore regular winter clothes and it was fine.
Things to buy - stick to American brands (European brands v expensive in States). Sephora is great for cosmetics etc.
7 day metro card is good value for the subway.
A walk down battery park then a boat accross to the Statue of Liberty is nice to do on a clear day (it would take about a half day).
Dont have breakfast in your hotel - squillions of diners to choose from at a fraction of the price.
The boathouse in central park is great for a nice brunch (at any time of day). Dress smartish and have a nice girlie afternoon over a bottle of wine.
There's quite a few good shopping guides for New York - I'd study one before you go...
Empire State Building's a must.
Tiffany's is worth a visit - you can pick something up from around 150 dollars...
Bloomingdales cosmetics floor - they're always offering to do make overs/your nails/brows whatever if you're buying so why not! I got great make up done at the Lauria Mercier counter.
Anthropologie (flagship is in the Rockerfeller Centre) is a gorgeous shop.
There's a place in Grand Central Station (another good place to visit) that does great cocktails apparently (I'm pg so didn't do that) but you can also get great breakfast there.
Lots of shops dont open till 10am...
If you want to see a broadway show, go to the ticket office on the day if you've not booked in advance. About £60 per ticket.
If you're getting a cab from airport - get a yellow one - not one of the big black cabs.
That's all, off the top of my head. Have a great time. I went with my best friend a few years ago and we had an amazing time!