Well, where I grew up on the coast in Boston just 1/4 mile from the beach, we had Hurricane Gloria in 1986 and Hurricane Bob in 1991. We lost power for several days after Gloria blew down the old tree at the corner... down onto our neighborhood's power line. Downed trees, branches, leaves, trash, and debris everywhere - it was complete chaos for about a day, but that's when the community pulls together and cleans things up.
People directly on the ocean would board up their windows in advance of an approaching storm, while others everywhere would at least tape them - which doesn't help much if a garbage can flies through, but supposedly at least minimizes the shattering and the flying around of little pieces of glass. (ETA: apparently taping doesn't help at all )
Which brings me back to NYC. If I were you and I were to stay in the city, I'd use the down time this weekend to move all electronics, trinkets, valuables, etc. away from the windows and window sills (probably would put the valuables in the closet) and if the windows blew out and things got real bad, take refuge in an inside kitchen or bathroom. On the second floor (basically street level) you don't know what items might be sucked up from the street and shatter the window - whether trash cans, twigs/branches, or other debris.
And I'd also prepare emergency supplies and gather personal documents as everyone has already mentioned in this thread, and as suggested by NYC. I looked up the NYC map and wasn't surprised to see that where I lived was in Zone C for flooding, just a block from Zone B, and another block from Zone A.