At the Gotham West Market (we suggest eating here as well at some of their amazing food stands), you'll find a great Malted Hot Toddy at The Cannibal, mixed with malt syrup, barley, and Four Roses bourbon. Another classic we found was the Hot Buttered Rum at Dutch Kills in Long Island City (which specializes in classic & traditional drinks) made with rum, honey, spiced butter & nutmeg.
If you're looking for something with more of a sugar pick-up instead of alcohol, you can try one of the amazing Hot Chocolates at Cocoa Bar (with locations on the Lower East Side & in Park Slope) with flavors like white, mint, cinnamon & chunky monkey (really!)