We are visiting NYC for the first time the first weekend of November. Three of the four...

The subway is the cheapest form of transportation. Cabs are very expensive. Walking around Time Square is the easiest way to see it and the stores, theaters, etc...and how you get there will depend on where you are staying. More than about 10 blocks (north-south) and I'd take the subway if saving time is a priority....Where you should start will depend on where you are staying and what your priorities are. I'd do the Statue of Liberty first, but that's me. Ground Zero is a moving experience cool and you can walk from there to the boat to the Statue.

If your budget's tight, then I'd say walk or take the subway. NYC is such a fun city to walk anyway, so that'd be my preferred mode of transport.