Manhattan's not the greatest place for this sort of thing, unfortunately. Paragon is the best, albeit the most expensive, too. I'd also try Iceberg Army/Navy on Broadway, not too far from Paragon. They had a good selection of various things, although didn't we read that Iceberg got busted recently?
As an aside, though, walking down Broadway from Paragon to say Chinatown. is a pretty good way to spend a day--lots of stores, people to see, a real slice of the city.
There's a few other Army/Navy type places that might be ok--the best being Kaufmann's, on west 42nd street right across from the Port Authority Bus terminal. Not a ton of blades but a lot of fun stuff. M*A*S*H on 8th in the 50s is ok for a quick stop, too. Maybe ten minutes walking from Kaufmann's, and only two or three blocks from the Sheraton Towers.
A step further out, in Flushing, there's another a/n on Northern Boulevard that used to have a decent selection, not a lot of name brands though.
Ramsey Outdoor in Ramsey NJ and Ray's in North Plainfield NJ have good selections of Benchmades and Spydies, as well as some other more custom-y type things. But they're a day trip from Manhattan and require a car to reach them.
Internet links: locally, Skylands is great, and in NJ; Holsterdepot.com in NJ carries Reeve, Al Mar, Benchmade, Mission, you name it though you have to ask Roz for specific items; 1sks.com, 2thehilt.com, Osogrande.com are all great, and that's just ones I've dealt with recently
