On the other hand as a Pilot I always carry my scanner and transeiver with me along with any other equipment I dont want to show up at the flea market or some baggage handlers house. I have yet to have a problem. You can go to the website
www.tsa.gov and search for prohibited items.
I would agree that walking around a terminal with one in hand will no doubt draw attention. Its only because of the paranoia that exists after the U.S has so terribly failed on keeping the wrong folks out of the country.
Possesion of a scanner as far as I know is not illegal. New York is a place to avoid anyway. If NYPD will not allow you to listen to their frequencies its probably because they dont want you to hear what they are not doing. Too many employees costing too much money. Dont think your safer because of them.
If you think you will have a problem, put it in your checked baggage or better yet leave it home..