Ed- you are so lucky to be in NYC. You can get just abot anything worthwhile and in excellent shape, especially from Murray's Saxelby, Artisanl etc.
Matt is right about Montgomery's *IF* you are really into English/ farmhouse style cheddar. The bandaged-wrapped cheddars like Montgomery have little in common with commodity brick cheddars or the American styles that dominate Vermont and Wisconsin. If you're like most people who want orange (nothing wrong with that), consistent and sharp... cheeses like regular Cabot or Tillamook are fine.
But for the true cheddars with big flavor, dusty mineral qualities and that truly represent the grasses/flowers/feed the cattle ate and are transparent representations of the milk, aged farmhouse and bandaged is the way to go.
Montgomery from Neal's Yard is always good. certainly... Murray's cave-ages theirs further and they have it in stock now.
But Murray's also has a fairly rare cheddar right now that is one of the best I've ever had: "Isle of Mull"
. I mentioned it earlier in this threak.
It's incredible- picks up a bit of brininess from their Atlantic island climate. It's an original Somerset cheddar. Fabulous.
Here's a pic:
Third- check out Bleu Mont Cheddar from Willi Lehner in Wisconsin (also at Murrays). Small one-man maker basically that is doing cheddars in the farmhouse style. Very good. I'm blogging that one soon- lots of timber, loam, sweet grass going on there.
And for another from England that is a little different, more moist, there's Mary Quicke's cheddar. A little mild for my tastes but consistently well done.