Definitely go down to Chelsea Piers if you get the chance to. Their gym is absolutely amazing. Its a little bit further away from the touristy parts of Manhattan, so you might want to take a cab down there. Chelsea Piers is on 12th Ave. between 17th and 23rd Streets. If you do decide to walk it, go downtown on one of the avenues and over on 23rd St. That will avoid some sort of sketchy neighborhoods. There is plenty of other stuff to do at the Piers besides just see the gym and athletic stuff there.