Re: Marvel Studios may be planning more MCU for the small screen
Person of Interest and Elementary are also filmed in New York City, and take very good advantage of the setting, like most actually-in-NYC shows. (White Collar makes something of a habit of writing its storylines around major NYC landmarks, especially in season finales.) The recent procedural Unforgettable was noteworthy for being set and filmed in Queens rather than the usual Manhattan.
I think that CSI:NY does a mix of filming in NYC and filming elsewhere, or maybe it started out there and then moved. Fringe's first season was filmed in NYC, but then it moved to Vancouver (at which point Nina Sharp's office as Massive Dynamic changed from an office with a huge window overlooking the real Manhattan skyline to one with a narrow window strip with a skyline backdrop behind it).
The main "fake New York" show I currently watch is Castle, whose LA-based production has never had a convincing New York flavor (except in the pilot, which I believe was shot in NYC). Alphas, which I think was shot in Toronto, did a somewhat better job of doubling New York.
I think CSI does pickup or establishing shots in NYC but keep the actors in LA.
When on Romulus, Do as the Romulans