I have been doing it for a few season now.... I started with a Bike Friday pocket rocket I traded someone for... but it was to bulky on the fold up and then I tried a Dahon V7 (did not like it). I have since settled on a highly stylized Giant Expressway 2. It does well on the train and the subway.... but I have to use a bungie cord to keep it tougher other than that is is a great ride.
It's a real nice ride and sometime I get off at temple Univ and ride the extra 10 miles into the navy yard.