Set some money aside for:
This will all depend how much money you make. If you don't make a lot, then you really can't go all crazy with your money, that is the hardest part. I put those three categories because that's usually what I spend most of my money on. Notice how clothing is dead last, that should be the least amount.
My dad and I had a talk about budgeting and saving. We went into greater detail, but he gave me excellent tips. He says try not to spend a lot on eating out/fast food. Maybe once or twice a month, but that should be the maximum. Eating out constantly can burn a hole in your wallet, especially fast food.
Gas is essential, but also, if you don't have to drive..you shouldn't. Being as you live in NYC, there are trains, buses, walking, bikes, and etc. This can also help you budget
Last but not least, clothing. Simply if you don't need it, don't buy it. Don't go out and buy a $200.00 pair of Retro Jordans if you make $400.00. I can't tell you what you should, and should not buy, but it's wise not to get stuff just because you have money.
I'm not saying you go out and buy stupid things, or are bad with your money, just some tips that has helped me out a lot.