The best place to have uni in a restaurant - Soto! It is more fusion though. So if you do want traditional preparation, 15 East usually has uni from Japan or in shell and can prepare it any style you want - fresh in shell, on rice in a cup, blow-torched, etc.
To buy uni, the best is to go to Mitsuwa in NJ. While both Sunrise Mart and Katagiri have uni in box, the quality varies greatly from shipment to shipment.
oyster bar at grand central brings in sea urchin by the case when they can.
probably the cheapest i have seen in a restaurant. beware they are small but very fresh.
for store purchases, i have never had luck buying sea urchin in nyc. the japanese grocery stores below sound like logical choices.