I went with Penn because I think the money difference makes up for the prestige difference between the NY schools and the rest of the list. However, since you want to work in NY, I wanted to choose a school that places well in NY, and I believe that Penn is better than NU, Chicago, or Cornell on that end. I could be wrong there of course, but it seems that many (most?) Penn grads are looking at NY. The money difference is small perhaps, but you have to fact in cost of living. In Philly, you can honestly get a very livable place for under $750, and you can get a less-livable place sometimes around $500 (less, of course, with roommates).
Plus, I'm an honorary Penn troll. I think it's da bomb.