I can't comment on Whisky Live NY, because I've never been, but I CAN comment on Park Ave Liquors.
This is a store that I think is pretty much a MUST visit if you're in NYC. Super friendly staff and a great selection of SMSW available. The staff in general seem quite knowledgeable, but if you're seriously into SMSW, then ask to talk to the store's whisky buyer. He's a super nice guy (unfortunately can't remember his name) and will definitely set you straight