Now, unlike some of the things I've written about, these kinds of embellishments are very subjective. There is a HUGE range of embellishments, and you are unlikely to find any of the same ones at different stores. My personal favorite place to go is, as usual, M&J (6th Avenue, between 38th and 37th Streets). The reason I like M&J the most, is because they have the embellishments that I am really into right now, which are embellishments made out of ribbon. They have a great selection of tiny bows made out of ribbon, which I actually used to make some really adorable earrings that I will no doubt be wearing all over town. But they don't just have bows, they have flowers of all kinds, butterflies, and other cool shapes. And not just made out of ribbon, they also have crochet pieces that would look really cute on a headband or barrette, especially now that fall is about to be in full swing. The price per pack really depends on the size of the embellishment and what it's made out of, but a ballpark would be about $3 - $6 per pack.
Another one of my favorite places to go for metal embellishments is Toho Shoji (6th Avenue between 37th and 36th Streets). They pretty much exclusively sell jewelry related findings like chain, charms, beads and clasps. I found my earring pieces here, and they were pretty cheap. I like coming here to see what kinds of charms and beads they have. Last time I was in, they had these awesome mesh metal flowers in a few different sizes. I am planning on using them as soon as I figure out what to make. They would probably make an absolutely adorable headband or hair clip. In addition to mesh flowers, they also have leaves, cowboy hats, discs, butterflies, and a bunch of other really cool shapes. I also really like their bead selection (glass, metal, plastic, ceramic). The mesh pieces are decently priced, at anywhere from $1 per piece - $4 per piece, depending on the size and the kind of piece it is (the flat pieces generally cost less than the more intricate pieces).
One store I tend to look in is Daytona Braids and Trims (39th Street between 7th and 8th Avenues). And, while they have a great selection of trims by the yard, they don't have a good selection of small embellishments. They do have a few little ribbon bows and flowers, but probably nothing that you couldn't make at home with a little elbow grease and a tutorial from google. I also don't care much for how they are displayed: in those plastic drawer things that you can buy from Target for $10. I think that they could be put out in a much nicer and more presentable way that really makes you want to go over and look. That said, I'll definitely still go to Daytona for ribbon and lace trims, but don't plan on buying much else.
I would definitely try out a few more of the trim stores around 38th and 39th Streets, and even hit up some more bead stores to find some embellishments. Every store has a different selection, so it's all about finding the store with the ones that you like most.
