Attended two bachelor parties in NY - Palm West Side has at least on private room and Keens Steakhouse also has upstairs room. While the Palm started in NY (as did Keens), I just felt Keens was a little more "old school" than the Palm. But, I'd be fine at both.
Morton's always has its Boardroom private room.
I'd second Luger with the caveat that it is cash only (yes, I know they have a Luger credit card of some sort). So, depending on the group, you could be all twisted and turned around gathering cash.