I don't know about people hosting games personally, but The Compleat Strategist in midtown (right near the Empire State Building) has gaming. The Warmongers are a well-known local club who've been based out of there for a while. Thursday nights are the big gaming night, to my understanding, though I think you can arrange games at other times. Folks often post here:
http://warmongers.ziggyqubert.com/wmbb/index.php