Although I too favour Newark (subject to
PAXboy's well-judged considerations), JFK also has a rail link in the form of the
Airtrain - but it takes nearly an hour to reach Penn and you have to change. Some of the trains from Newark terminate at Hoboken on the Jersey shore, from where you can get a
ferry to the World Financial Center/Pier 11 (Wall St) on Manhattan. It's a wonderful way to arrive with views of the famous skyline, but probably not the best idea if you have heavy luggage
I once arrived at JFK 8 hours late for my connection to Atlanta, which was leaving from EWR. I jumped in a taxi and the following conversation took place:
PV: Newark airport, please.
Driver (in strong Haitian accent): Where's that?
Only in New York!