One of my favorite places to go jewelery shopping in NYC is at the street vendors in Union square. I've done so for the past 12 years and continue to buy from them. Here's the skinny. A lot of the vendors are immigrants who purchase imported jewelry and crafts for cheap and sell them here at an inflated price (not so bad).
I bought my first pair of these 5 years ago and they're still selling strong. I came to find out, these thread earrings are Peruvian. A simple search online and you can find them for $2 a pair (opposed to the $8 NYC prices). You can also get them in an assortment of colors. Apparently Urban Outfitters has caught on now and carries them. (Buy them off the street instead. You'll get a better deal)
FYI...if you're in NYC go to the African market in Harlem. They have a great selection of imported bronze earrings (thin twisted leaf design) that i swear, you will see all over the place in the next year or so.
Happy accessorizing!