Step 2 - Get a Social Security Number

To get a social security number you need to go to the social security offices, for example:

Midtown Manhattan
237 W. 48th Street, 5th Floor (Btw. 8th Avenue and Broadway)
New York, NY 10036
By Train: 1/C/E to 50th Street Station

Bring your VISA and Passport, and expect to wait about a week. The SSN will be sent to you by snail mail, so make sure you know where you will live in about a week too.

Step 1 - Find a place to live

If you want to have a room mate I suggest this website which combines Google maps and Craigslist:

http://www.housingmaps.com/

If you want to live alone and have some money to spend, get an agent, it will cost about one month rent, and was worth it for me.

Moving to New York

http://www.nyu.edu/clubs/masstransit/newyork/moving-to-new-york-city.html