You shouldn't do this anywhere, but especially not in New York. With the new laws, your car can be seized by the police. For more information on this, visit the DMV's site.
No right turn on red in NYC!
In every other city in the United States you are allowed to make a right turn on a red light after a full stop.
However, in New York City this is illegal, unless otherwise noted by a traffic sign.
Don't lock the block!
Do not contribute to grid-lock! Enter an intersection only if you're sure you can make it through! In some locations gridlock is not only obnoxious, but it's illegal and subject to fine. Even more compelling -- with the proliferation of handguns and lethal weapons, who knows when a crazy driver will take a few shots at you for blocking his/her way.
Alternate-side of the street parking regulations!
Check the red signs with the street cleaning symbol to make sure you don't have to move your car the next day. This is NYC's attempt to give the street sweepers a chance to clean the streets. For information and a calendar, visit the DOT's page or call the hotline at (212)/(718)225-5368.
Towing information -- how to get your car back!
Call the local police station to find out towing information whereby they'll most likely direct you to the Department of Transportation. Most cars are kept in a warehouse on the west side of Manhattan near the pier.
How to prevent car theft
Leave nothing valuable showing in the driver's cab.
When placing belongings into the trunk, do so before finding a parking spot. Many car burglars hide and watch people place valuables into the trunk then strike after the driver has left. If something is valuable to you, carry it with you! Some people leave nice signs informing robbers that there's nothing valuable inside the car.
Don't honk the horn unless absolutely necessary
Some areas (ie. Holland Tunnel entrance) forbid the sounding of the car horn, with a fine of $100 for violators. This is usually found in areas with a large number of residences.
Don't open your window to strangers
If some one approaches your car at a stop light to either ask for money, wash your windows or sell you something, try to ignore them. If you do, for some reason, feel inclined to give the person money, remove it very discretely from your pocket. Then open the window a crack and slide the money through it. An open window in a car makes you a very vulnerable target. (This tip sent in by a visitor named Yorky)