You are going to fucking LOVE it. Truly. New York City has.....an ambience that I haven't managed to find anywhere else in the world. Having lived in London, I'm sure that you're aware of the almost gravitational pull certain urban settings and cities have. Well, be prepared to feel that in NYC, especially in Manhattan. Go to Central Park and especially make sure that you see the Village. There are places there that I'm sure you'll find very intriguing.
If you venture into the Bronx, stay away from Fordham after dark. Seriously, it's not somewhere you want to be. It's the only place in the Bronx where a cop stopped to tell me to either get into the back of his car or on the next bus - and cops don't do that very often.
Ride on the subway and remember how it tastes and smells. Walk in Manhattan and stare up at the seemingly endless skyscrapers that loom above you. You're going to be in the Empire State Building, go up to the top and look down at the nets they've placed to stop people dropping bottles and their bodies off the top. You can see the nets from the streets, actually. See Times Square after dark when all the interesting people are out and about....daytime is ok, but it's full of corn-fed tourists from iowa with binoculars and fanny packs and I don't think you'll get the full effect of the city if you see it during the daytime.
I used to know of some clubs that might be right up your alley, but I'm sure they've either closed or have downgraded into pussified leather bars that only gays and voyeurs frequent. It's what usually happens. If I still had contacts in NYC I'd call and find some addresses for you, but my contacts are long gone...so you'll just have to find your own amusement in the city that never sleeps.
I don't think you'll have any problems. 