Village Voice just ran a ran a piece on NYC BBQ. This should keep you busy on your next trip to MSG.
They highly rcmd: BrisketTown (16th St), Fette Sau (Williamsburg), Fletcher's Brooklyn BBQ (Brooklyn), Hill Country (26th St), John Brown Smokehouse (LI City), Mable's Smokehouse (Brooklyn), and Mighty Quinn's (2nd Ave).
Also rcmd: Blue Smoke (27th St), Brother Jimmy's (16th St), Daisy May's (11th Ave), Dinossaur (125th St), Fort Reno Provisions (Brooklyn), Ranger Texas (Jackson Hts), Smoke Joint (Brooklyn), Strand Smokehouse (Astoria), Virgil's (44th St), Wildwood (Park Ave South).
I've been to Hill Country. Very big place. The bourbon selection rivals the total stock of most bars.