The next stop on the 'escape the madness' holiday tour is Tsukushi, a little subterranean Japanese spot in midtown. A Japanese friend took me to dinner earlier this year and I loved everything about it, particularly the authenticity and surprises of the omakase-only menu. I thought I'd made a brilliant discovery. No. Peter at the Times beat me by a year. But I still think it's apropos for this category because it's open very late (late enough for the post-service chef crowd), requires a high level of adventurous eating (and comfort level, as you may be the only gaijin there) and is easy on the wallet. Go - escape the madness.
PS: We were anonymous at said dinner. Paid in full.