There's a store just opposite the side of Grand 
Central - I don't know the name - I usually cut 
off 5th avenue at about 42-43rd St., and walk 
towards GCS.  It's that little side street on the 
west side of the station.

Also - I've heard of some big anime store further 
down towards 14th St., but don't know the exact 
address. If you're going in by train, I suggest 
finding the first available set of phone books, 
and looking under comics and Japanese goods -