So what I do to protect myself is to limit my travel through NYC (which is really sad because I love NYC), and I don't spend any more time in the train station than I need to spend to get on and off the train. If I have time to kill, I go find and Irish Pub a block or two away, and when I do walk through the station, I avoid the areas where people are congregating like under the AMTRACK Arrival/Departure sign at Penn Station or the main waiting area for the LIRR.
I've read with interest all your (and others) posts about urban living. Your lifestyle is very nearly a foreign concept to me. While I've visited many very large cities, I can't begin to imagine living in one. It's no wonder your stress levels are so high......not to mention the fear factor. It seems to increase exponentially with population density. Sad, but true; one must live where one makes one's living.
My biggest personal fear (aside from a map-challenged terrorist) is an angry mountain lion, timber rattler, rabid wolf, or the well going down. Wish you could all live here in my beautiful Black Hills.............but then that would make THIS an urban area.
I know there are positives and negatives about all areas.
Please know that my thoughts and prayers are with each of you as you confront your daily experiences.