Don't think you are going to find many/any campgrounds on route between the Conshohocken, PA area and NYC. If you have the time, consider bagging the ACA spur from Lambertville, NJ to NYC, which ultimately involves a train ride into the city. Stay on the main route to the Middletown, NY area and then head to NYC using a combination of NY Bike Routes 17 & 9. (Route 17 goes through Port Jervis, NY as does the ACA route.) The trip north up the Delaware River to Delaware Water Gap, PA and through the Delaware Water Gap National Recreation Area is very nice. While the campground at Bull's Island north of Stockton, NJ is closed this year, there are other camping opportunities. The campground at Worthington State Forest is great. You might even see a bear up that way. Last October we just missed seeing one during a day ride up there. (There are bear boxes available at the group sites.)
As a general rule, expect to pay a lot to stay at a campground, at least in the northeast. For example, the non-resident camping fee for NJ state parks is $25/night. Private campgrounds can be much more. Driftstone on the Delaware that is shown on the ACA map on the PA side of the river above Belvidere, NJ, will set you back between $36-$40/night, depending on the time of the year. The KOA outside of Port Jervis is almost $45. Still cheaper than a motel.