I interviewed and considered both NYU and Einstein MSTPs for neuroscience, and think there are serious differences between the two. It's up to you to decide what you value most...
Location: NYU is in a much more 'hip' area. There's not much to do in the Bronx unless you walk 15 minutes to catch a 20 minute subway into Manhattan. NYU is in a great spot, if you're a fan of the action in NYC. To me, this was the only thing that I favored at NYU...
Research: It depends what area of neuroscience you're interested in. If you're looking for something computational/theoretical (i.e. modeling), NYU may measure up a little bit better. In all other respects, Einstein's neuroscience is larger, has a larger breadth of researchers, and I dare to say more depth (though the last part is again area-specific).
Whereas Einstein's administration is on the ball, NYU students seem to flounder a bit. This will probably change as soon as Dr. Ulane starts, but he does have to get used to the program and gain the trust of faculty internally. Housing is 10x better at Einstein; I grimaced when I saw where the MSTP students at NYU lived, though this may be a consequence of living in this part of NYC. Check out the student populations; they are also considerably different in both places, and you may feel a lot more comfortable in one.
Those were the biggest things off the top of my head...I also considered Mt. Sinai (yeah, thought I wanted to be in NY for awhile and decided on elsewhere). I can post more on that if needed.