In a land before time, when the dinosaurs roamed, there were neighborhood video stores...remember....before the big chains, before netflix.
Alan's Alley at 207 9th Avenue, (between 22 & 23) is a survivor, and a thriver! Actually by any standard it's a gem of a video store. Their staff use their encyclopedic film knowledge for good, not evil. By this I mean they are incredibly knowledgeable without talking down to customers for not knowing every little arcane bit of trivia about film history.
Alan's Alley always seems to have all the newest films available, and if you give them a call, they happily set one aside for you. If your film is out they'll even give you a call right when it comes in.
Two day rentals are the norm here, but give them a break, their small...but mighty.
Also, they have everything, I mean every little rarity on DVD, plus their entire VHS stock still available for anyone who still hasn't made the switch (like my retired parents).