I have actually only seen about 8 episodes from season 1 now that I think about it. But wasn't Walt's lab in Cambridge aka Boston? Did they just travel down to NYC a lot?
Yes. Walter's lab was at Harvard University, but Massive Dynamic was in Manhattan, and a lot of the cases in the first season brought the characters to NYC.
I also recall that in season 1, Nina Sharp's office at Massive Dynamic had huge windows with a great view of the Manhattan skyline, but from season 2 onward she was in a different office with a much smaller window, since it was now a set in Vancouver with a fake skyline backdrop.