Another option that probably won't work well if you're only here for five days, but is a great option for locals is the NY Public Library's Library for the Performing Arts at Lincoln Center:

http://www.nypl.org/research/lpa/lpa.html

They have a ton of CDs (and videotapes and DVDs) you can borrow for free, including plenty of obscure classical and opera stuff. They also have incredible collections of scores and sheet music. If you find yourself with free time in the Lincoln Center area, it might be fun just to pop in and check out their collections, as it's pretty impressive.