No offense taken. I'm from New York, by the way. Not the city though. I've been before though. It's cool, I just wouldn't want to live there.
Personally I just couldn't fathom living there and such a huge percentage of my take home pay going for rent. Yeah, RENT. I know a guy who graduated from OSU, got married, took a job in Chicago and not even a year later, his wife got laid off and they can't afford their $1800 a month rent. That's more than my mortgage! So they are moving back here, but are still on the hook for 6 more months of rent. Ouch.
Anyway, you will make whatever decision you want, but my $0.02 is to stay away from the big cities if you want to get a leg up on everyone else. But if you go, have a good time...