The first thing that happened after the planes hit on 9/11 was the bridges and tunnels leading to and from Manhattan were shut down. They were closed for the rest of the day, and did not open until the evening rush. Cutting off Manhattan is Item #1 in the NYC civil defense plan. There is no realistic plan to evacuate all of those people. The plan is to perform triage on a gargantuan scale, and not put a lot of time and effort into New York City. Advance warning works against the plan.
If you want to know what happens when the sh!t hits the fan, look at what happened in the first hours after 9/11.
I think that the tunnel shutdowns, etc. in NYC were to prevent attacks on bridges and tunnels (say from a truck bomb) as well and being a lockdown for a crime scene (difficult to leave the area).
The safest move is "out of the area" (like moving to another city). Barring that, know that effort will be made to prevent the detonation in the first place and that your death will be avenged will greater kiloton weapons.