New York Rifle and Pistol Association should be able to help you with purchasing info and any restrictions:
http://www.nysrpa.org/
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Guns!
You should remember that support gear can be expensive. You'll need a cleaning kit, spare magazines, holster, belt, and so forth.
Even if you don't carry the gun, get a good holster, belt, and mag holder. If SHTF/TEOTWAWKI, you'll want to have that gun on you as you flee NYC. Additionally, you can get gear that is accepted in competitions such as IDPA and IPSC.
Any one of the service pistols would be fine. 9mm, 40 S&W, 357 SIG, 10mm, 45 ACP...they're all good rounds for target shooting and defense.
I do recommend that you get into reloading. Not only will your ammunition costs drop, so will your TV time. It's a great hobby. You can get into it for under $400. Look at RCBS, Lee, and so on. I have a Lee Turret Press and it works just fine. Dillon Precision is really good, but more expensive.
I have found 45 ACP to be VERY easy to reload, especially if you have to manually place the bullet in the case mouth. There are a gazillion recipes for ammunition. Procedurally, 9mm is a bit more difficult because of the small case mouth. I just prefer to reload for 45 ACP because it's a low pressure round that's forgiving. I just purchase 9mm ammo unless I'm doing something specific.
Gunwise: there are so many choices, it's almost pointless to make a recommendation. Stick with the major brands that build reliable firearms AND provide excellent customer service. Companies that have terrible service, like HK, Kimber, and Taurus, shouldn't even be on your list. It's just not worth the hassle when other companies provide a similar product with great support.
I would recommend that you get a service style weapon for under $750 and spend the rest on ammo, gear, books, training and reloading stuff. Training is the most important part anyway.