I'm from NY but don't go to the Garden very often but last year I went to the dog show and ate at a little Italian restaurant on 9th Ave. It's called Trattoria Casa Di Isacco 536 9th Ave | Btwn 39th & 40th St. It's a little walk from MSG but not far and it was quite good. Ninth Ave in the 30s has a lot of good Italian restaurants and I think they'd all be pretty good.Enjoy!!
Legends on 33rd between 5th and 6th, closer to 5th. Its an upscale pubby kind of place. Good basic burgers, salads, pastas. Its very large so you should not have a problem getting a table, but it tends to be a little noisy, so try to get a table away from the bar, or downstairs.
Estoril Sol. 8th ave and maybe 30th. 3 blocks south of the Garden. Spanish/Portuguese food. Nice little place. I've been many times before, between and after Garden events.