I find Penn Station fascinating in its weirdly designed complexity, though truth to tell, I've only had reason to go in there a couple of times and those were years ago. But I dearly love exploring that kind of urban infrastructure and I should get me down to NYC to do it a little more often.
I just finished reading a story on AOL about the new additions to the New York Subway System that are currently under construction; especially the large station being built underneath Grand Central Station. If this wasn't February, I would swear the whole article was an April Fool joke.
Two of the projects are subway related but the big one is actually for the Long Island Railroad. The Number 7 Line which has just a few stops in Manhattan and then goes deep into Queens is being extended from 42nd Street to 34th Street and all the development going on in that area. The 2nd Avenue Subway, which has been talked about for decades is actually being constructed and will, at some point, find it's way downtown.
The other project is to divert some trains from the LIRR, which right now just terminates in Penn Station, to Grand Central. It will make commuting much easier for many people coming in from the Island although it won't be finished for quite a while.