Sure occasionally the odd male wanders into a NYC lingerie shop to buy a gift for his favourite woman but lingerie shopping is essentially an all-woman nurturing experience.
For that reason one of the prime things women want in a good lingerie shop is excellent customer service so all these shops mentioned in the post have customer service in spades.
First up Orchard Closet in the Lower East Side, an old, traditional lingerie shop packed with a full range of modern brands and the best customer service and fitting experience available in New York.
Next La Petite Coquette, Greenwich Village because they have good lingerie at a range of prices as does Journelle in Soho and 2 other locations. Journelle trend towards the luxury end but they are very well reviewed by customers.
If you want the full-on luxury experience at every level, including prices, it has to be La Perla in the South Village and Soho. See the video for why.
IF straight out super sexy is your choice then go along to Agent Provocateur, Upper East Side. There are of course a gadzillion lingerie shops in NYC but these shops offer a great lingerie buying experience. LIKE how much choice there is in NYC.