dinner near MSG
This questions gets asked an awful lot on Chowhound. Why don't you read some of the old posts about it and then come back to this thread if you want to narrow things down?
You haven't given us anything to go on with regard to cuisine preferences or budget. That said...
Keens, on 36th St., b/t 5th & 6th Avs. If the dining room menu is beyond your budget, you can eat in the less expensive Pub Room.
Edit: Didn't see tbear's post before mine went up.