I live on long island and work in brooklyn and the bronx.
Living in the burbs isnt bad but is a lil pricey in some places, plus youre a slave to mass transit to get to downtown manhattan, although thats the same with jersey.
As for the guns, make sure the paperwork is all legit, not many have concealed carry permits here and they are not easy to get. if yo uhave vehicles stay out of manhattan since parking is a nightmare, the outer boros are a little better, but is still a major PITA and you will PAY if you want private parking.
If you look into LI LMK since I can tell ya what areas/towns to avoid
Tom