Welcome to the Fish Forum! It's been my experience that nearly everything I have shipped to me arrives damaged in some way, whether it is clothing, electronics, you name it. For that reason, I prefer to see the fish I'm considering buying up close and in person, and walk out of a store with it in a bag if it has all of the parts it is supposed to, is ich, fungus, and infection free. I'm sure, though, that you would likely have a positive experience with many of the online livestock sellers. Personally, I prefer instant gratification :)
If you do want to buy saltwater fish in New York City, you have several options. There are several large chain pet stores that sell saltwater fish. You may have heard here or elsewhere that many hobbyists avoid such places when they can. It has been my personal experience that quite often the salespeople are inexperienced and more interested in moving product than anything else. I'm sure, though, that that is not necessarily the case at all of them.
As you likely know from your experience with freshwater fish, many hobbyists prefer to go to dedicated aquarium stores or pet stores with a more "ma and pa" feel that sell fish and know what they are doing. Options are limited in NYC, but I managed to find a dedicated aquarium store, New World Aquarium, on 38th street between 2nd and 3rd avenues. It is closer to 3rd avenue. I can't speak for their prices, but they have a good number of saltwater fish. I haven't had much interaction with their sales staff, but I have seen the same people there repeatedly and whenever I ask if fish A and fish B they sell there are compatible, the answer seems to always be no. They either know and care about what they're doing or are simply masochists and don't want to make sales :)
As for equipment, you may be able to find good deals on craigslist. I heard there may be issues with setting up a reef tank in a used aquarium because of chemicals the previous setup may have been treated with. I don't know too much about it and I could be wrong, but you may want to look into it and know if there are any questions you should ask a prospective seller so that you don't limit your options off the bat.
As for ordering fish tanks online, refer to my comments about my experience with shipping above and multiply it by 10, lol. I'm sure many people's aquariums arrive safe and sound, but I would prefer to carry one out of someplace myself.
Anyhow, I look forward to hearing about your saltwater experience!
ADDENDUM: The TV stand I ordered (from a "real store") off of Ebay just arrived. You'll never guess, it arrived BROKEN :(