I was in Chelsea Market last week and had an espresso from "9th Street Espresso". Really excellent. Maybe the best espresso that I have had.
I bought some of the beans that they use: 49th Parallel Epic Espresso.
They charge $12 for 12 oz. of beans. This is actually cheaper, when you factor in shipping, than ordering it directly from
http://www.49thparallelroasters.com/coffeelistEspresso.html
49th Parallel also did very well in a recent espresso bean tasting.
http://www.coffeegeek.com/opinions/markprince/10-09-2007. I wasn"t so sure of the results of this tasting test but after actually experiencing the beans I think that they may be right.
I have also gotten good beans in kilo bags at the Italian food importer in Chelsea Market. Miscela D'Oro Gusto Classico in the green bag. They have an espresso bar there and use these beans.