I did actually take a trip to New York for a few weeks while my inland app was in process. It was an opportunity for some work at the UN I couldn't turn down. I would recommend it though - I knew all the rules about dual intent, etc, but was still worried they would realise I had the app in progress and get denied entry.
My advice: when you come back in, make sure what you say is as simple as possible, with no complications. Don't lie at all, but have your story straight before hand, keep it simple, and certainly don't volunteer more info than they ask for. e.g. "I'm visiting a friend for a couple of months" - that was true, but my friend was my partner (sponsor) and the plan was hopefully for the PR to come through in the next couple of months before another trip.
I got through without being sent to secondary, which was a big relief. I don't recommend it, unless it's sufficiently important that you're willing to jeopardise the PR application to go on the trip.