I honestly didn't give much thought to it before, considering just how many crime dramas take place in New York City. But the writers manage to come up with so many fascinating cases and scenarios that I could just read the episode summary or catch the opening scene and be hooked. I'm also fond of the cast of characters and have become rather attached to them all already. :D; I'd rank the show about as high as the original CSI in its prime (as for CSI: Miami, I could never get into it much).
I'm trying to think of my favorite episodes, but they've all sort of run together in my head. The ones that stick out the most are "Snow Day" (in which a gang of Irish mobsters raid the crime lab to steal back confiscated drug evidence), "Corporate Warriors," that one where Mac and Flack are caught inside a bombed building, and "Hostage" (Mac is taken as a hostage in a failed bank robbery and forced to prove the robber innocent of a murder inside the bank). Oh, and there was an episode that crossed over with Cold Case. It was pretty amusing seeing Scotty up in NYC and being kind of a jerk to Stella, though the episode was interesting for many other reasons too.
Speaking of Cold Case, whenever an episode of something starts off playing a song, my first instinct now is to think "What decade is it?" D: