Recommended Readings:
NEW YORK HISTORY, SCULPTURE & ARCHITECTURE

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BURROWS, Edwin G., and Mike Wallace. Gotham: A History of New York City to 1898. Fabulously detailed, Pulitzer-Prize winning history of New York. A very large, very thick book, well written but not a fast read. B&W illustrations.

GAYLE, Margot, and Michele Cohen. The Art Commission and the Municipal Art Society Guide to Manhattan's Outdoor Sculpture. Useful for its geographical organization and scope: it wasthe first book to cover outdoor sculpture in New York systematically and in the form of a useful guidebook. However, the text is limited: in a page per item, the authors offer a B&W photo and cover the subject of the sculpture, who commissioned it, repairs to it, and biographical information on the sculptor. You’ll have to find this book through an out-of-print search, but it’s worth it if you’re interested in New York sculpture. (Dianne Durante's Outdoor Monuments of Manhattan covers 54 works, with an index mentioning many others.)

GREENE, Liza M. New York for New Yorkers: A Historical  Treasury and Guide to the Buildings and Monuments of Manhattan. 2nd ed. Tracks the history of architecture in New York City from its foundation in the early 17th century to the present, through a chronological survey of New York’s important monuments, buildings and sculptures. Over 600 small color photos with 2-3 sentences about each item. No index by location, so it can’t be used as a walking guide.

 JACKSON, Kenneth T., ed. The Encyclopedia of New York City. Extremely useful, copiously illustrated reference: the definitive guide to all things New York, from “A&P” through  “lawn bowling” and “John Lennon” to “Louis Zukofsky”.

 REYNOLDS, Donald Martin. The Architecture of New York City: Histories and Views of Important Structures, Sites and Symbols. Includes 200 B&W photos covering the history of New York architecture for the past 500 years, as represented in 90 buildings, bridges and parks. More detailed but less comprehensive than Greene's book on New York.

 WHITE, Norval, and Elliott Willensky. AIA Guide to New York City. The Classic Guide to New York's Architecture. 4th ed. Details on all major (and some minor) buildings in Manhattan and the boroughs, with comments on their importance as well as their decoration; illustrated with hundreds of small, B&W photos. (The “AIA” in the title refers to the American Institute of Architects.) 

See also:

History of art: general
Painting
Sculpture
Architecture