You may have heard that New York City is the best city in the world for young people. This is a lie. It's not. Don't move here.
"If you can make it here, you can make it anywhere." Does this phrase stir youthful ambition in your chest? Then don't move to New York City, because it's a savage catch-22. If you can make it here, anywhere else will move in slow motion. Of course you could make it there -- you just won't want to, because after living in NYC, any other place is second best. The buildings are smaller, the food is worse, and the bars aren't open as late. In other cities, "downtown" lacks a corresponding "uptown" and the subway either doesn't exist, or is dreadfully limited. New York poisons your vision, making the rest of the country seem like the minor leagues.
The money is too good to walk away from, so don't move here if you don't want to get trapped chasing it. While you'll never have quite enough of it to live comfortably within city limits, you'll probably never have enough to leave, either. If the idea of hustling your ass off sounds like a foolish way to spend your time, stay where you are. Find an office park, lease a sports sedan, and drive it there. You'll be much happier.