Think of the type of activities you'll be doing, then pack accordingly. Pick versatile pieces that can take you from day to night. You will be doing a lot of walking and stair climbing and subway-riding, and it will no doubt be hot outside and chilly indoors, so pack comfortable-yet-stylish shoes and the requisite cover-up. Of course, natives manage to do all this on a daily basis with finesse, so chic, modern attire is a must if don't want to stand out as a tourist.
Here are some examples of items you may want to pack:
 Bow tie tank, Charlotte Russe, $16.99  Rugby striped top, $17.99, Charlotte Russe  Striped bow tie top, $19.99, Charlotte Russe  Tail spin skirt, $39.99, French Connection  True boot jean, $29.95, AE  Sound of spring skirt, $39.99, French Connection  "Ripple" wedge sandals, $39.99-$59.99, Nine West  "Rayne" hooded thong sandals, $54, Report  Leather "Freeport" cross-body bag, $99.99, Banana Republic  Tote bag, $40, French Connection  Topshop blazer, $120  "Delilah" one-shoulder dress, $19.80, Forever 21  "Dania" metallic cuff, $6.80, Forever 21