PamNY - I initially started in the big parking lot at Astoria Park, and then rode around some of the quieter streets in the area. I also lowered my seat a few inches in the very beginning so that when I clipped out I could put a foot down from the seat. It helped psychologically at least!

It is scary to try in the city, but I think you should be able to find someplace to try. Roosevelt Island during the week might be a good bet - there are parking lots you could start in and then you could ride the loop around the island.

It was scary riding in traffic, and I don't think I'm going to do that again until I'm completely comfortable with the clipless. I was only getting in trouble when I would get momentarily confused (this way or that, stop or go), but of course when you're riding in NYC you're making those decisions every second of the way. At least when I did fall I kinda kept the bike upright and just crumpled underneath it, so I didn't feel like I was going to fall into the path of oncoming cars, but that's a real concern around here. I don't blame you for trying to find a way to learn clipless safely - that's my goal too! Good luck!