Not in New York, but I have a wonderful woman who is here in Portland who works with people all over the country (even Hollywood types go to her).
I get European virgin hair full lace wigs for about $3000, custom made, satisfaction guaranteed. Brenda Kay: email bkswildhair@comcast.net, phone 503-223-8092. I have three of those (didn't get all at the same time. I have one from 2003 that is still looking great!) Then I also have a few synthetic wigs which I get online at www.wigsalon.com -- my favorite is Brandi by Rene of Paris. They give a great discount over retail stores. I like synthetics to wear for travel, working out, or being in the rain because they are wash and wear -- easy care!
More info in my book, too.

Yes, you have to shop carefully to find the best products. A lot of places are overpriced and don't care what happens after they have your money. After all these years I finally found the best stuff to put on my head that I think looks good and is competitively priced -- and backed up by people who care and guarantee their work!