There's nothing right in New York City. But about an hour-and-a-half drive south of New York City is:
Surf & Offshore
1008 Richmond Avenue (Route 35 south)
Point Pleasant Beach, NJ 08742
1-800-442-6754 ask for Craig
http://www.soswakeboard.com/ Surf & Offshore ships worldwide, so instead of lugging around your new set-up for the rest of your trip, you
can just ship it and have it waiting for you when you get home.
If you want to get some top-shelf instruction while you're in the area, give Jeff Barton a shout:
http://www.thewakeacademy.com/ There's also this guy on Long Island, but I think he's primarily a boat dealer.
http://islandwatersports.mastercraft.com/