Recently on these sites I have purchased deals at John's Pizzeria of Bleecker Street ($20 of food for $10), Le Souk Harem (tasting menu, cocktail, hookah for $30), Artisinal (discounted 4 course meal with wine pairings for two), and Club A Steakhouse (discounted 4 course meal with bottle of wine for 2), and a $30 all-access-week pass to Brooklyn Boulders, which includes a belay course and yoga classes. After you purchase and pay online, you will typically receive a redemption certificate or voucher in your email inbox, which you can they use at your chosen discount location, and many vouchers are good for one year from the date of purchase.
Some examples of these websites are:
Other similar sites:
www.theskint.com (toting itself as "free and cheap new york," this site provides a daily 411 on events in the city, and also usually has a good list of deals collected from many of the above sites)
www.blackboardeats.com (coupons for restaurants, some have nominal fees)
www.restaurant.com (discounts at participating restaurants, usually involves purchasing a $25 "gift certificate" for $3 or $10)
www.travelzoo.com (it's not just for travel! sign up and you'll periodically get specialized savings on events and restaurants in New York)
www.plumbenefits.com (this one is mostly accessed through your employer. if your employer does not offer you a plum benefits code, ask! I've gotten great discounts to Broadway theater, among other things, on this site)
Know of any other good ones? Leave a comment.