Yes, bikes do get stolen in NYC. Get a good lock and use it every time. Lock down the parts that are easily removed, such as quick release wheels and seatposts. Don't leave any accessories on the bike, such as lights or tool bags.

That said, a lot of bikes are locked up around NYC and it doesn't look like people are too concerned.

This forum and the NYCC.org forum are the only ones that I know that are active at all. The NYCC forum is very centered on the club activities and rides though.