One solid place to start for Memorial escape suggestions is the Weekend Travel Ideas round of NYC-specific destinations for New Yorkers looking to make a hasty and budget-friendly escape from Gotham.
If a three-day weekend of sin sounds like your idea of a relaxing Memorial Day holiday, then Atlantic City, or even Las Vegas are still both very much on the table. The two entertainment capitals have never been more affordable. In fact, New York Magazine's just completed a comprehensive feature about where to find the best deals. [Las Vegas - Sinning on the Cheap]
For last minute deals to Atlantic City, Vegas, or elsewhere, you'll want to check our Travelocity's "Last Minute" packages. It's also worth trying sidestep.com and kayak.com to search for discounted airfare and hotel packages.
Looking to rent a cabin, house, or secure a room in a bed and breakfast? You can search Vacation Rentals by Owner and find out what's still available for the weekend. (Probably not much - but it's worth a try!) [VRBO]
Looking to plan a last-minute Memorial Day trip around a random, special event in New York State? The State Tourism board's blog has a roundup of Memorial Day Events being held around the state, including fun at Bellaeyre Mountain, special lectures at The Franklin Roosevelt Presidential Library, and a quilting convention in Sackett Harbor, NY. [Memorial Day Weekend Events in New York State]
Of course, you have the option of planning a "Stay-cation" and making the best out of exploring what the city has to offer. For suggestions on this strategy, check out our "Flee New York in New York" section. And if you've never checked it out, the local "New Yorkology" blog has some decent suggestions for NYC stay-cation options.