where to buy foie gras and other "gourmet" food?
Di Bruno's is your best bet for foie. They will have caviar, cheese, meats etc. The center city location also has a cafe upstairs.
Claudio's on 9th street has a good selection of salami
Your other good source for foie is to go directly to the source. There are, to the best of my knowledge two major producers of domestic foie, one in NY State and one in California (in addition to the imported variety which come from France, and increasingly Israel.) I do not know if the California outfit is still in business, but the one in NY certainly is.
The Hudson Valley Foie Gras company does sell directly and even with shipping you may find it cheaper than buying from a local retailer.