I discovered the Frick my first week in New York, during a heat wave in August. The galleries were surprisingly empty, with only the occasional visitor strolling through the rooms, gently creaking the floorboards. I stood for a while in front of the Bronzino, a portrait of a boy standing against a background of green drapery, and then sat in the courtyard for a long, cool hour.
Coney Island is the best for everything - the beach, the rides, the beer - but mostly for the Skee Ball. It's incredibly addicting, affordable and satisfying (depending on your aim).