If you wanted to see the Statue of Liberty up close from NY, it would take a lot of planning. It's a good distance off the harbor, and would likely eat away most of the day. Unless you're starting from Jersey.
Times Square is the closest "big" attraction to MSG, lots to look at, but prices up the wazoo(no shit, right?).
The nice part about NYC, is that you can go there without a rhyme or reason, and not worry about staying busy. The "upper east-side" (at least that's what the area of manhattan is called, IIRC) is a little more dull compared to the rest of the area. So plan your day moving INTO the upper east-side, don't start there(unless you really want to see Times Square bad), and you'll be okay.
And BTW, NY sucks. But enjoy it anyways.