Dravyk - never been to Jekyll and Hyde's, want to go sometime, Have checked out their website
http://www.eerie.com/ and read reviews
As much as I dislike it when traveling with family or a female companion I carry "walk away" money ($30-40) in my front pocket in case a robbery was even attempted and no wallet (only carry a small card carrier with my license and a credit card) - If need be I could hand over the walk away money if I was with my family
By myself is different and fortunately I've never had a robbery attempted
Being aware of surroundings is crucial
Serge can probably give a lot of good NY info when he gets back