iirc GWB has suicide barriers already. You'd have better luck running into the traffic there.
With buildings you'd have to have a friend who lives in a high-rise or something. You'll look really suspicious if you try to walk in anywhere and ask to see the roof, especially in a residential building. The famous buildings in NYC with public roof access usually have security and sometimes also have barriers to prevent accidents. You should plan to land on someone if you pick Manhattan too. there's always gonna be someone walking or biking by along the sidewalks and bridges there. The outer boroughs are less busy.
Upstate NY and along the Palisades in NJ has more private, basic bridges and cliffs. Many don't have any security (except maybe for the Ring cameras in people's yards, lots of people live on and under the cliffs in Jersey). Some have suicide barriers. You can check them out on instantstreetview. I think buildings would still be out of the question though.
Have fun in NYC! Definitely stop by Jersey and/or upstate NY if you can. So many beautiful sights and good food. I grew up in the NYC metro and a lifetime hasn't been enough to appreciate even 1% of it. If it's your first time visiting, then I hope you'll hold on a little longer, enough to come back one more time at least!