Shellfish (clams) harvesting in Jamaica Bay is prohibited even for bait purposes. If caught by DEC you're looking at a fine of several hundred dollars. Clams from New England in a supermarket will cost you about $4 - $5 dozen. Bigger clams like cherries and chowders may be cheaper. Have to open them yourself and brine them overnite to "toughen" them like you get in a bait and tackle place. You could dig for sandworms but they are tiny when compared to the one you buy that were raised on a "farm". Good luck.