I have the luck to live across the street from Murray's. Their smoked fish is tremendous, especially their sable. Their sandwich spreads are great: tuna, egg salad with spinach, and herring are all top-notch. But there's more. They have some of the best herring in the city. The herring with cream sauce is good, but you can find that in many places. Their plain herring is outstanding, very fresh and hard to find in most delis.
Also, don't forget to buy some soup. The schav is fantastic, the best I've ever had. It's made with sorrel, so it is the real deal. The cold borscht is also superb. The store is crowded on weekend mornings but fine on the weekdays. The smoked fish special on Mondays through Wednesdays makes it all a bit more affordable.