If you have a choice, always arrive at Grand Central over Penn Station. Grand Central is an architectural masterpiece with the famous constellation ceiling, decent food court, clean bathrooms. Easy connections to 4/5/6 trains and the shuttle to Times Square.

Penn Station is an underground mall that smells like despair and old pretzels. Cramped, confusing layout, overpriced food court. You'll only end up there if you're taking Amtrak, LIRR, or NJ Transit. From Penn you can catch 1/2/3 trains or walk to Herald Square for N/Q/R/W access.

Penn renovation has been "coming soon" for about 15 years now.