In NYC you can find pretty much everything. The problem is of course price - most of the niche stuff is very expensive.
I would suggest you try some Lush. Lush perfumes are not expensive but they are solid and very inventive. Breath of God is a vetiver (very fresh and green) but with some smoke (warmer) so it fits both seasons. Dirty is superfresh and perfect for the summer, though perhaps you'll want a touch of warmth for the winter.
Another inexpensive perfume you can probably find somewhere in the perfume district is lalique Encre noire. Again, a woody vetiver. Not as inventive as Breath of God, but perhaps safer.
cacio