If you're in NYC, you're in the perfect place to audition gear.
Decide if your room warrants a speaker based system (big enough, reasonably shaped, domestically allows for proper symmetrical layout with speakers/listener away from walls, and you're allowed to listen to what, when, and at a volume level that you choose).
Realize that there is no perfect speaker/headphone, the most important component, so aim for one that works best for your preferred musical genres. If into headphones decide what is comfortable for you and if open air is an option. The best sounding headphones are pointless if they're not comfortable.
Choose your preferred media: vinyl (fussy, potentially expensive, requires much hobbyist involvement), CD's (cheap but players are becoming rare), or streaming (allows for high resolution, and can be the most convenient/cheapest). Of course you can have any combination of the above or even venture into other old technologies like digital tape or open reel.
So based on your circumstances and preferences it's time to set a system budget. Note that subwoofers, room treatments, additional media, etc. can be added later. Realize too that if you really get into audio your acoustic taste will probably change and you'll want to upgrade (a constant risk in this pastime). Most split the budget roughly 40% speakers, 25% amplification, 25% source, and 10% for wiring/stands. If your budget is modest, check out the Cheap & Cheerful circle.
When auditioning bring music that represents a wide range of your chosen genre, limit yourself to no more than 6 systems per day, and take notes (forces you to really listen and the human ear has a hard time remembering the differences). Take your time and keep in mind that a system will sound different at home, so the best auditions are home based.
Most beginners will lean towards solid state amplification. Tubes still exist and can sound marvelous, but again requires more involvement and can be pricey. Many of the best tube amps only produce a few watts, requiring more efficient speakers. Note that some output tubes cost hundreds of dollars a piece.
As bricks and mortar audio stores are becoming rare it's becoming harder to avoid big box outlets, but I advise you to do exactly that. Knowledgable help from a big box is extremely rare. The gear they sell is over-priced and designed to initially impress (big, lots of knobs/lights, boomy bass, and zingy highs) and won't satisfy long term.
So most now-a-days turn to the net and everyone has an opinion. Lots of crap to wade through. Recommend finding a professional reviewer to follow that you relate too and writes about gear in your ballpark. Some here at Audio Circle are professional reviewers (and others aught to be) but there are many who are out in left field.
Half of the fun in audio is the hunt for gear, the other half is enjoying the fidelity of favorite music in the comfort of home.
