Whether you are in Grand Central for your commute or live on the northern half of Manhattan and don't feel like trekking down to Bleecker Street, Murray's is a must-stop-shop in the food hall on the Lexington Avenue side of GCT. The staff is helpful and there is a wide variety (granted, not as big as the main shop on Bleecker, but it will probably serve your need) of cheeses to try. In addition, Murray's stocks nuts, yogurt, dried fruits, preserves and other good accompaniments to the cheese.
If you are not sure what you want, ask for a taste. Again, the staff is very helpful. If you ask for 4 ounces, you get 4. They don't push you, which is refreshing.
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