When we talk about New York City, we just say "New York". It's just like calling the university "The University."
MrCyan: You really shouldn't go to grad school in New York City. It costs too much to live there! MrBeige: Don't worry, I'vegot a foolproof plan worked out so that I won't have to pay for housing. MrBeige: My grad student contract requires that any group I join have a couch available.