Closer to the game, check these two websites:
iconparkingsystems.com
nyc.centralparking.com
Both have tons of coupons you can print out - usually they save you at least $15-$20.
Be sure to print them out at least 1 day before the game though, they're often not valid the day you print.
MSG is in the "fashion center" or "garment district" neighborhood.
The arena is between 31st-33rd Sts, between 7th & 8th Aves.
Go with the cheapest place you're comfortable walking to/from!
PS for driving -- I highly recommend I-81 S to I-380 E to I-80 E to Rt 46 in Wayne NJ to Route 3 to Lincoln Tunnel.
Can do it in 4 hours.
Saves time off the Route 17 haul!