The building that was filmed in the 1st season opening credits is located at the corner of Park Ave. and 79th St. in Manhattan. The reason it was only featured during the first season was because they never got permission from the building, let alone pay them. And there are no penthouses in the building, as it says on the show. I'm not sure if they still offer it, but at one time On Location Tours included the site on their tour. http://www.screentours.com/tour.php/manhattan/
Maybe one of our New York City fans can get some shots of the front of the building.
Here is a photo that somebody sent me from around 2000.