Big Onion does thematic walking tours in the city. I've done their immigrant New York, Lower East Side and Central Park walks in the last couple of years, and they are not to be missed if you want to learn about the history and culture of the city. The tours are led by specialists in New York City history and travelers can check the schedule online. you should really try to squeeze one in when you are there.
schedule and tour descriptions at bigonion.com
Updates
As an addition, or perhaps instead of Big Onion tours, i recommend you take a look at www.mas.org/viewcategory.php?category=19 for the Municipal Art Society's walking tours. They cover more of the city than Big Onion, their tours are more varied, their tour guides are better informed/qualified and they invented walking tours in New York City - 50 years ago in 1956. Private tours can also be arranged if you're traveling in a group at very reasonable rates.
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