Fuck JFK and the subway ride, it'll take you at least 1.5hrs and you get to ride through the not-so-nice parts of Brooklyn.
Fuck the cabs, $30 for LGA, $65 for JFK.
Fuck hitchhiking.
If you want to look like a pro without breaking the bank, fly into LGA and take the airport shuttle for $15. You can buy a round-trip for $27 (CASH ONLY). It's in the ground transportation area, usually to the right side as you go out the doors. Usually the dudes have blue or red jackets on. Ask an information booth inside about it.
It drops you off right across from grand central's main entrance. From there you have access to anything.
Not to mention you just chill on the bus rather than worry about the subway.
As far as Newark, forget it. Unless it's a lot cheaper Newark is kind of a pain. You have to take the airtrain to the New Jersey Transit station, then ride the NJT (~20 IIRC) into Penn. Don't do that.
1. NJT blows. My boss has to ride it every day and it's constantly late or breaking down.
2. Penn blows. Penn station has to be the worst designed, worst manned, and most disgusting place to commute into. GCT is far better.
Alternatively you could fly into Westchester airport. Take the shuttle to the train station and hop on a 30min train ride into the city. Westchester airport is small and easy, trainride is nice. You can sometimes get great deals out of there.
NYC airports piss me off. We're supposed to be some sort of major city and pay major taxes, yet the cabs have a monopoly on the "easy" transit. I have no fuckin idea why they don't have express trains out to each airport. Fuck the cabs.
You can tell I've been through this a lot.