check out this thread:
http://www.bikeforums.net/showthread.php?t=158832

plenty of good info re: clothing and such.
the benefit of nyc is that you can always fall back on the subway while you're getting your kit together & figuring out when you're willing to ride.

Commuting is fun even in the worst weather, with the right gear. In boston, i've gone through -10 temps, blizzards, and ice storms with nary a problem. Roll in looking like the abominable snowman, and regale your coworkers with stories of cars sliding through intersections.