Speaking of coming into New York...
I have not seen the entry from Hell Gate side (coming from north), but entry to New York Penn from the south (for example, your Silver Meteor) is quite boring. After Newark you start seeing warehouses, dockyard, lots of freight lines, basically industrial stuff all around that makes you feel you are nearing New York City, then you cross Secaucus Junction and boom! You are into a long long tunnel at the end of which you see "daylight" for a few seconds before darkness comes in again in the form of underground platforms. You alight, go up to the giant jumble maze that is Penn Station and only when you reach the street level, that "OMG! NEW YORK CITY!" feeling is experienced.