It really depends on what you want to do, and what your qualifications and experience are. Our Visas for the USA page give a nice overview of the visa system there, and I'd also have a look at the Work permits for the USA page.
As for some info on New York, the guide starts with Moving to New York City but I'd pay special attention to Working in New York.
Good luck with the process, I hope it works out for you guys. For information on costs, have a look at the website for your nearest US embassy or consulate.