My pg/2e is un/homeschooling, but we're in MA. Hoagies Gifted Page also lists private gifted schools -
http://www.hoagiesgifted.org/schools.htm. My son's been to two of the MA schools.
We used to live in NYC and know the Fieldstone school. Not sure if it would work for a pg child. Perhaps temporarily.
I know another NYC mother with a pg/DYS child who temporarily went to Anderson, but they've since moved away. Another NYC mother's very happy with Parkside School, but that's very difficult to get slot for your child and she went through numerous hoops to get a slot.
Hunter is supposed to be good, but I've heard it's difficult to get a slot. Of course, that seems to be ditto for nearly every specialized school/program in NYC! So that's something to bear in mind.