The Juilliard School - here's a list of what's going on at one of New York's best conservatories. Lots of free events and easy to get to from Columbia and the Bronx (D train or Ram Van).
CultureFinder - this link goes straight to their classical music listings. Just punch in the dates you're looking for and Ta-Da!
CitySearch - On the left hand menu, you can search for specific types of music (orchestral, choral, etc.). Once you've done this, click on the event to find out the ticket price.
New York Philharmonic - The best orchestra in town, and once again very easy to get to.
City Opera - Right next door to the Philharmonic (Lincoln Center), this is a great opera house. Be sure to ask for student and rush tickets, they're usually $10.
Manhattan School of Music - Super close to Columbia and easy to get to from the 1/9 train (122 & B'way), they have lots of free events played by very good players. Click on the Calendar button.
Carnegie Hall - Possibly the most famous concert hall in the world, cheap shows are rare here (although not impossible to find). Still, if you want to see the best in the world, this is the place to do it. This link will give you listings for both Carnegie and Weill Recital Hall, the 'second stage' next door.
Metropolitan Opera - what Carnegie is to concert halls the Met, along with La Scala, Italy is to Opera. But remember starving students: NEVER BUY FULL PRICE TICKETS! Dress nice, buy standing room seats or upper tier seats, then sit wherever you like. The ushers are very good about it. Just don't draw attention to yourself.New York Times Arts Section - great, thorough listings of what's going on around town. This link may bypass their password requirement (not that it's a big deal, they're free anyway), but if it asks you for a password either get one at www.nytimes.com or just use mine: Name - barton66b; Password - wolpe. Choose "Classical/Opera" on the right side menu.