I agree with the poster above, Ricky's is a must! There are several in the city, just check for the locations close to where you will be. Henri Bendel has a great makeup department, as does Bergdorf Goodman. I always buy cosmetics, candles, perfumes from those two that I don't see anywhere else. Pearl River Mart is another great place, but not for cosmetics. Go down to Canal St and get great sunglasses, 2 for $10.00, clutches, hats, etc..
HTH! Have a great trip.