I've done three and agree with GGW and Rhett's advice wholeheartedly (Rhett was my coach). The long runs are really key, in my opinion because during the week I'd just do 4- or 5- mile runs maybe three times a week, nothing too serious, with a long run every other week, alternating 12 miles with a longer one (14, 16, 18, etc. as Rhett said). I never cared too much about speed til race day. If you care about speed, then you gotta do the short ones more seriously, with intervals, sprints, etc. But I don't know if I'd bother with that for my first race.
Running a marathon and even training for one is enormously satisfying.
After NYC, definitely do Chicago. It's flat, cool outside usually when they run it, and the neighborhoods are great fun to run through.