I don’t know bout courses in the city, but if you’re willing to catch a bus from the Port Authority or hop on an NJ transit train, there are a whole lot of Jersey courses available. And a big advantage is that NJ basic classes generally cost a maximum of $550, which is a substantial savings over NY rates, plus if you’re a current or prospective member of a volunteer squad the class is free. Check out the available classes here:
http://www.state.nj.us/cgi-bin/dhss/ems/courses.pl