As some others have pointed out, a NY state permit is not honored in NYC. As a general rule, more rural counties typically are easier to get CCWs.
You said your wife will work in NYC, but what about you? Some others recommended CT but in order to get licensed for a CCW in NY you'll need to be a resident or have some kind of buisness in NY(this part is debatable).
You may just want to consider the financials first instead of the CCW. McDonald(and other cases currently in the pipeline) will force shall-issue at some point. Just hang in there.