If you're willing to venture a bit out of Manhattan, there are a few choices. American Outdoor Sports is on Rte 110 in Farmingdale and usually has a pretty good selection at a bit off MSRP. T&T Gunnery has two stores on LI (one in Seaford) that have mainly tactical stuff. Remington has stores in the Green Acres & another LI mall, but you can expect to pay full MSRP.
You may also want to check out Sports Authority; however, their selection is very limitrd and the prices are all over the board. Multi-tools are generally offered at a very good price as are some Gerber & Buck products. Spyderco, however, is at or above MSRP.
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Cheers,
--+Brian+--