Jim is being paranoid about the subway, but he gets a pass since he's not from NY. If you're traveling at 4am then maybe. Anytime between 6am-Midnight you'd be surprised just how many people are around.
There isn't a single place in manhattan you can't get to by subway or bus. Especially if you're talking midtown. Just take the subway and walk the extra block or two it'll be when you get out. Metrocard FTW.
Navigating the subways is cake. Use the PDF of this map
http://www.mta.info/nyct/maps/submap.htm and you can find the studio. Find the nearest subway station. The lines are color coded. Is this your first time to NYC?
Depending on where you live, there are MANY park n ride options from NJ, most of which will drop you either at Penn Station (trains) or Port Authority (buses). You can then do NY public transit from there. Be aware though, that while NY PT will run very frequently (usually max 15 min between runs) NJ trans is often an hour or better between runs.
Cabs will cost you too, but if it's nasty weather they're another option.
Do not drive. It's crowded as hell, half the streets are one-way, and parking is a b1tch. You WILL regret driving.