Agree that the LIRR is a better choice. I've walked from Penn to 30th St between 6th and 7th many times. It is a bit of a walk because the LIRR ends up at Moynihan by 8th avenue. But you can stay underground til you get to 7th and 32nd.

If you choose the subway route, you should not have a problem getting a seat to go into the city. Going back out could be a different story.