As you may know, NYC offers a tremendous amount of activity at all hours of the day/night. As such, instead of offering you specific events during Memorial Day Weekend, I would like to suggest three resources that are indispensable for general event scheduling in the city:
The Village Voice - http://www.villagevoice.com/
Time Out NY - http://www.tony.com/
L Magazine - http://www.thelmagazine.com/
I hope this is of some help!