IMO: Great pizza--Little Italy Pizza, located on 43rd between 5th and Madison
Great pizza #2--Freddy & Peppers, located on Amsterdam between 74th and 75th Streets
My Favorite Steakhouses: Sparks Steakhouse, 46th Street between, 2nd & 3rd Avenues, Peter Lugar--Williamsburg, Bklyn (as mentioned above, though you will need to take a cab if you don't know where you are going), Old Homestead (the original one)--14th Street & 9th Avenue
Bars: Don't waste too much time at the bars around MSG. There are some good Irish bars/pubs around there, but you can find better places throughout NYC. Venture over to 3rd Avenue between 30th Street and 40th Street, some good places there. Avoid Times Square if you can, too many tourists. However, if you head over to 9th Avenue between 44th and 50th Streets, there are some good bars that will have more of the NY feel.