My favorite one is Nonsense NYC. It's email newsletter format only, and you can't read the archives online, but do sign up - it has by far the most wacky, cool, and interesting events of all of the happenings-lists that I've found. posted by jordanlewis at 8:36 AM on July 13
Seconding NonsenseNYC too. posted by JaredSeth at 9:07 AM on July 13
Brooklyn Vegan (a concert listing site), if you can stomach it. posted by yesno at 9:10 AM on July 13
Updating bunnycup's suggestion - Gothamist's "Gothamlist" mails out suggestions for the evening every morning. They stopped putting them on the web site because people were frequently seeing things a half hour after they started.
The NYC Parks Department has a really extensive listing of events (mostly free) taking place in parks, beaches, pools, etc. posted by tommyill at 11:36 PM on July 13
Gothamist sometimes has events.
posted by bunnycup at 8:22 AM on July 13