They only brewpub in NYC is at Chelsea Piers. (Not convenient to MSG).
The closest to MSG is Heartland Brewery at the foot of the Empire State Building (34th & 5th Ave). A decent IPA, Stout and Hefeweizen. The Pumpkin Ale is good too. Not the greatest beer you'll ever drink, but not bad and well made.
Rattle 'n Hum on 33rd between Madison and 5th is a very good craft beer bar.
On W 44th bet 6th and Broadway has a very good Belgian Bar.
MSG is at 33rd and 7th btw.