Toys R Us in NYC is great, they sell lots of Carrera, Revell and SCX cars and accessories.
FAo Scwarz on 5th Avenue is a good toy shop, but with little in the way of slot cars. Last time I went in there was in '08, and they had an SCX Oval display, and some of the latest cars.
Finally, nothing to do with slot cars, but everytime I'm in NYC, I go to Isabellas Restaurant, it's on the corner of Central Park (W 77 or 78th Street I think). They do the most amazing brunch, and the pancakes and syrup are an ideal start to a Sunday morning!
I visited in February this year and only found SCX Nascars in FAO Schwarz, if that's what you're looking for then you'll be happy!
Didn't see any other shops selling slot cars although I didn't spend too much time looking as the weather was well below freezing.
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