New York State
http://www.state.ny.us/
Very comprehensive site for everything about New York State -- doing business, as well as working and living. Vast collection of internal resources, as well as links to other sites of pertinent interest.

NYC.GOV - The Official NYC Web Site
http://www.ci.nyc.ny.us/
Endless resource of information about doing business, working, living and learning in NYC.

More specific to NYC businesses:
www.ci.nyc.ny.us/html/business/home.html
Contains a Business-to-Business directory, downloadable forms and publications, and helpful information about growing your business in New York City.