Agreed - the Mt Everest Meadowlands sale is something to check out and if you have access to a car there are great shops in NJ worth the drive. I've never been to Blades or Paragon so can't say much about them besides their location.
Paragon is the best sporting goods store in the city. Four floors of just about you need. They're known to be a bit pricey but they do price match online retailers. Haven't been to their snow sports section in a while, but it's just as good as any other in the city.
Also REI just opened a huge store in SoHo, I think its actually opening weekend right now. I've never been to one of their stores, only ordered online, but I'm assuming they'd have a solid selection also.