Stay away from the Hotel Pennsylvania by Penn Station. It is a filthy, nasty, hellhole. We went to Madison Square Garden for a concert and decided to make a weekend out of it, and got a room there. There were dark red stains on our walls that I could absolutely swear were dried blood! The room was tiny, grungy, just plain ick, and the hallways smelled. Don't be decieved by the nice looking pictures they have on Expedia, or the low prices.
They wouldn't move us. We basically took a catnap and then went home!