This is going to be brief, but I want to recommend EATS Gourmet Marketplace in Stuyvesant Plaza. They're a small deli/catering outfit with excellent stuff: Tate's cookies, a dairy section with imported yogurts, spreads and the like, smoked salmon, a sandwich of the day, gourmet chocolates, and a mix of Jewish and non-Jewish deli foods like chopped liver (it looks really good!), egg and potato salads, knishes, and stuffed grape leaves.
And their web page has photos! It's a good thing, because I forgot my camera.
My favorite item there is the Brie de la Brie. It's the authentic stuff! I don't know anywhere else around here where you can find actual Brie from Brie. The Coop has some, but it's not quite as good as at EATS.