In terms of facilities and resources, I don't think anything beats the Tri-Institutional program. It's administered by Cornell, but allows you to do lab work everywhere in Bedpan Alley. So you can get the basic science stuff at Rockefeller, the pure-cancer focus at Memorial Sloan-Kettering and the rest at Cornell.
Obviously, there's other programs in NYC. But I don't really see them at being any better (or any worse) than a lot of other programs around the country. My personal favorite, apart from the Tri-Institutional, would probably be UCSF or the Texas Medical at Houston, because it's attached to MD Anderson. Would actually rate those two a lot higher than places like Harvard and Johns Hopkins, if you're thinking clinical and translational cancer research.