There are a ton of big beauty supply stores in downtown brooklyn (fulton street mall)
In manhattan, you can try Beauty35 (35th st and 8th ave I believe) which has pretty much if not EVERYTHING...and Eve Beauty which is in Soho on Broadway
Trains to Beauty35-- A,C,E to 34th st which is closest to the store, or the 1, 2, 3, N, Q, R, W, F, V, B or D but you'd have to walk a few blocks.
For Eve Beauty-- N, R, W, 6, J or M trains to Canal and walk to Broadway and up.
HTH!
Also try I think 19th or 20th st and 5th ave in manhattan...there's beauty supply store right beside the sephora there. Annnnd, of course, there are Ricky's stores everywhere. =]