Erie Basin is a really wonderful little shop full of old, creepy and beautiful things, such as Victorian mourning jewelry (some with hair in it), Freemason masks from the 1900's, tiny children's rings from the 1700's, and all kinds of other treasures. It is really as much a museum as it is a store, and all of the items have a haunting and unique aura.
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).
My favorite Japanese restaurant in NY...Small and cozy place, the staff is great, the food always simple and delicious, the uni shots are addictive and the sake perfect.