Celeste on the UWS has an interesting cheese plate -- it is available in 3 sizes. You'll get a rapid-fire explanation from the host (in a heavy Italian accent) of what the cheeses and compotes are, and if you ask questions you will probably hear some good stories. Cash only and no reservations. Wine list is also good. Definitely a different level of restaurant than the others mentioned -- it's an inexpensive neighborhood place.
Certainly, Picholine. But I also highly recommend the cheese cart at EMP. And Dovetail's is also quite good.
Picholine's Cheese Cart: http://www.flickr.com/photos/11863391@N03/4132486437/in/set-72157622875676042/
Dovetail's Cheese Cart: http://www.flickr.com/photos/11863391...
35 West 64th St., New York, NY 10023