UBER !!
We used uber on our phone the entire week we were there. They were just great
You have multiple choices depending on your preference and how tired you are upon arriving. You can certainly take the train (NJ Transit to NY Penn Station and then change to the subway for 1 stop on the 1 or A, C. E uptown to Time Square 42nd Street. However for 4 people, taking a taxi from the terminal (near baggage claim) is just as convenient and around the same price.
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