Just wanna make sure i dont buy one thats too powerful

Humans are funny. Sometimes we are very hard to kill(50 cent), other times it is abnormally easy. A normal pellet gun is going to shoot between 600-900 fps. That is enough to penetrate the skin. Normally that wouldn't be fatal. The bullet does not have enough mass to cause tissue damage from impact. You will bleed and it will hurt extremely bad, but a shot anywhere on the body wouldn't kill you. However, it is possible, to shoot someone in the head, and kill them. It would be very unlikely to get a hit in the temple or whatever place is most vulnerable, plus even if you did, it is not likely going to kill anyone. I would say children are most susceptible to major injury occurring since they are smaller. However unlikely it is, I am quite certain it is possible to kill someone when something is moving that fast. I mean, I have heard of people who die from getting hit in the head from a baseball! You'd think you would end up with just a welt, but to some, it can be fatal. Always be careful, and know where that pellet is going to go.

Apparently you can't buy a pellet pistol in stores at NY (you can by BB ones). So I looked online, but every site says they can not ship pellet guns to NY.

Can I drive to PA (where anythings legal…) and bring a pellet gun over to NY?

Yep, you sure can, but don't get caught in N.Y. city
with it.
Here's the law:
http://public.leginfo.state.ny.us/menugetf.cgi
Go for it!!!