I'm thinking trains, planes, and automobiles. Penn Station and Grand Central are such easy targets if only because of the number of people who pass through the stations each day. Also, its easy to drive a car or truck up to the arrival/departure area at JFK/LGA/ERW and let it rip. My gut feeling is that we're going to see a wave of non-nuke, yet devastating attacks by homocide bombers all within a few minutes of each other.
I agree Lab. I think, as you say, it will be a series of smaller events at public places to cause the most harm. I cant see it feesible for them to plant Nukes in the city unnoticed. Not impossible, but not practical.