Subway during daytime hours is generally fine and often fastest when there are crowds.
(You could just get the Thanksgiving Sandwich at Lenwich...it covers most of the Turkey day food groups for $10.49.)
If you like big fat bagels, Ess-a-Bagel on the East side. More old school NY is to go to Kossar's Bialy's on Grand Street. (Murray's bagels on 6th are good as are Leo's if you're down in FiDi.)