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).
This quaint shop boasts an artfully arranged and tastefully curated selection of jewelry, pottery, books and art. I have to keep myself from going there too often, because I have trouble leaving without making a purchase.
The best underground shows you will find will have free pbr and models as far as the eye can see. They are rarely announced, so keep your eyes out for promising openings, especially with Milk Underground coming up.
Paris in Brooklyn, etc. I have to try hard not to say 'Garçon.' But either way, 'monsieur' would be more appropriate; proper French waitstaff, proper French food.