Yep, several times - last was a few months ago and lived in Greenwich Village for a while a few years back. If you've never been, you've really got to do the whole tourist thing. I know it might not seem cool to do the stuff that all tourists do, but trust me - there's nothing like watching a film a few months later and going 'I've walked down that bloody street!' It is expensive (and the 'touristy' stuff even more so) but if you're not likely to go back there for a good while, you've really got to splash out and do everything you can possibly think of.
It's weird in some ways, though. I remember the first time I went - I was thinking t it was a bit like being in London (only in as much as it's a big city with a lot going on), but once it started getting dark and you're in Times Square or Broadway or you look up and see the Empire State & Chrysler Buildings lit up it's truly mind-blowing. Just don't be soft about the common sense things - stay out of Central Park at night, you know - things like that. But on the whole the people are great. And of course, being Irish or a Scouser tends to get you Brownie points in a lot of places, but especially New York City.