There is also:

Paragon Sports located on 18st and Broadway which carries probably the best selection of outdoor gear I've seen (besides REI) but their prices reflect that. They also have large selction of surefire, knives and other equipment. (http://www.paragonsports.com/Paragon/Shop)

EMS on Broadway and Houston is also good but they mostly carry their brand gear with some sprinkle of North Face.

Swiss Army Store is located on Spring St adn West Bway has all the knives and watches plus their line of clothes.

Patagonia store is also few blocks away from there.

Iceberg Army and Navy shop is located at Canal and Broadway and has some surplus stuff and also nice selction of cutting gear, zippos and surefire. This is also Chinatown area so enjoy the culture shock. Little pricey but nice to visit.

Tents and Trails is located at Park Place and West Bway has great selction of gear at really good prices. They always run sales on stuff. (http://www.tenttrails.com/) I bought a lot of my climbing/hiking gear here really cheap in comparison to other stores.

When I need to check out what's new in the world of gear I start off with Paragon Sports and make my way down to Tents and Trails. All you have to do is walk down Broadway. By the end of the walk I'm at the South Street Sea port where they have J and R music world (www.jr.com) with probably the best and cheap electronic gear in nyc plus some other stores and few decent food places. This is also home of the Twin Towers if you want to pay respects. There is also very famous exhibit called Bodies (http://www.bodiestheexhibition.com/) and possbility of visiting financial district (wall st) and taking some cruises around nyc harbor and statue of libery. You are also two steps away from Brooklyn Bridge if ya want to walk about it.