I don't know how effective or "reasonable" these are, but I came up on this site last night searching for materials/supplies.

It's a site for a personal parachute for those people in high rise buildings.

I don't know if this is a goofy product or not, but you all in NYC may have an interest in it...it's pretty pricy. It would seem that a fire updraft or wind would slam you back into the building or into the fire or something, but I'm by no means an expert.

http://www.evacuchute.com/