If carrying, New York is a state that it's best to drive through without stopping. Keep moving through the state (reference the McClure-Volkmer Act to only stop for gas and emergencies) towards your final destination state. Your destination state must have acceptable laws for your stay. We make some generalities with our color map here for ease of use so you should always look up the current details of the laws. Handgun laws are where it usually varies the most. This is a controversial issue but which ever side you are on, it is better to have informed people out there. You can also download an easy to print new 2013 version with all states and details.
New York Gun Law Travel Guide Basics
Consistency of laws: local laws differ
Self-defense: NO castle doctrine
Open carry: prohibited
Concealed carry: licenses on judgment, no other states permits accepted
Vehicle carry handguns: prohibited without a NY permit
Vehicle carry long guns: unloaded in trunk or outside storage