New York City has more food options per foot than any other location in the country I would think. In penn station alone there are about a dozen delis (Aubon Pan, Europa Cafe, Heart & Crusty, etc) there are several pizza places, salad bars, Starbucks, Jamba Juice, Snack Carts with Pretzels hot dogs, etc., Moes Burritioes, Fridays, etc.
For a good non-chain sit down option right inside Penn Station I would recommend TRACKS Oyster Bar and Grill. They have a great menu that should please everyone.
http://www.tracksbargrill.com/menu
Once you venture outside of Penn Station you're options are limitless but 2 places I'll quickly recommend...
1 - NY Pizza Supreme one block from NY Penn, arguably the best pizza in NY, def. one of the best!
2 - Grand Central Station Lower Level Food Court - It's a short subway ride away but the options are limitless and the quality is very high. Much better choices than Penn Station.