1. If you have difficulty identifying what rules govern your issue, check for secondary sources (books, articles, CLE materials, blogs, etc.) focusing on ethical issues in the specific practice areas relevant to your issue, such as ethics for prosecutors, criminal defense attorneys, civil litigators, in-house counsel, attorneys representing organizations, children, etc. Also check secondary sources about the relevant subject matter (e.g., criminal law, wills & estates, etc.) that may have chapters or sections on professional responsibility issues that arise in that practice area.
2. When you have identified relevant rules look at annotated versions of those Rules. See Simon's Annotated Rules as well as annotated versions in McKinney's as an appendix to the Judiciary Law in Westlaw and there is also an annotated version on Lexis.
3. Remember New York was the last jurisdiction to become a "Rules" state and only in April 2009. Therefore pre-2009 cases, opinions, and other resources relevant to your issue may cite older Canons of Professional Ethics or Ethical Considerations (ECs) and Disciplinary Rules (DRs) under the Code of Professional Responsibility. A correlation table matching the new Rules to the older Canons, ECs, and DRs is available here.
4. When you get to the point of searching ethics opinions, don't make your searches too narrow or fact-specific. Realize that the pool of ethics opinions is quite small in comparison to broad case databases. The truism that you usually will not find cases "on all fours" with your facts and legal issue is even more true when searching the smaller pool of ethics materials. Analogize wherever appropriate and be open to the fact that an ethics opinion that interprets the relevant Rule in some way may be useful even if it relates to a very different scenario.
With that as background, here is a quick guide to available resources.
RESEARCH GUIDES
NYU Law School, Legal Ethics & Professional Responsibility Research
Hofstra, Legal Ethics & Professional Responsibility for Lawyers
SECONDARY SOURCES
Selected Texts & Treatises @ CUNY Law
General Coverage
Westlaw: Ethics & Professional Responsibility Texts & Treatises
Lexis: Sources: Legal Ethics
Specific Topics
Criminal Defense Ethics: Law & Liability (Westlaw)
Professional Responsibility in Criminal Defense Practice (Westlaw)
Prosecutorial Misconduct (Westlaw)
Do No Wrong: Ethics for Prosecutors and Defenders (in print)
Ethics of Representing Organizations (Lexis)
Law of Lawyer Advertising (Westlaw)
Ethical Standards in the Public Sector (Westlaw)
Advising the Elderly Client (Westlaw)
Find other treatises and texts at CUNY in the Catalog or elsewhere using WorldCat.
Law Review Articles, CLE Materials, etc.
Search Westlaw, Lexis, HeinOnline (for historical coverage), Google, Google Scholar, etc.
BNA/ABA LAWYER'S MANUAL ON PROFESSIONAL CONDUCT
ABA/BNA Lawyers' Manual on Professional Conduct This contains Indexes to Ethics opinions, both ABA and state-specific, and Practice Guides on specific topics ("Conflicts of Interest" or "Lawyer-Client Relationship").
NEW YORK RULES OF PROFESSIONAL CONDUCT
Annotated Versions
McKinney's, New York Rules of Professional Conduct (or type title in Westlaw big box and select in drop down).
NEW YORK ETHICS CASES & OPINIONS
Where do I search for ethics cases and opinions? Don't search yet. First, exhaust the edited citations you find in the annotated versions of relevant Rules above. Later, when it is time to expand your research start with Westlaw, which has more comprehensive coverage than either Lexis or free sources.
Cases
Ethics cases are contained within the normal case law databases on Westlaw and Lexis. There are no longer separate databases.
Ethics Opinions
Westlaw: New York Legal Ethics Opinions (or type in same title in Westlaw big box and select in drop down). Coverage: NYSBA, since 1977, NYCLA, since 1979, ABCNY since 1986.
NYSBA Ethics Opinions (free and coverage goes back to 1964, but limited to NYSBA opinions).
ABCNY Ethics Opinions (free and coverage back to 1986, but limited to ABCNY). See also ABCNY's Frequently Asked Ethics Questions.
NYCLA Ethics Opinions (free, but coverage only to 1998 and limited to NYCLA).
Lexis: only ABCNY Ethics opinions back to 1986.
ABA MODEL RULES OF PROFESSIONAL CONDUCT
Should I look at the Annotated Model Rules if I am focused on New York? Yes. While you need to keep in mind that the N.Y. Rules may differ from the Model Rules in some respects, the Annotated Model Rules may contain a discussion relevant to your rule, may cite to a N.Y. opinion you haven't seen before (N.Y. examples are common), and it may help expand your research by comparing and contrasting how other states have dealt with a specific Rule.
ABA, Annotated Model Rules of Professional Conduct, in print and Westlaw: ABA Annotated Model Rules of Professional Conduct.
If you really want to get into the weeds, there is a legislative history of the ABA Model Rules:
ABA, A Legislative History: The Development of the ABA Model Rules of Professional Conduct (2006), in print and Westlaw: Legislative History (ABA).
ABA Ethics Opinions - Westlaw: ABA Ethics Opinions (as far back as 1924).
RESTATEMENT OF THE LAW GOVERNING LAWYERS
Westlaw: Restatement of the Law - The Law Governing Lawyers.
ETHICS OPINIONS FROM OTHER STATES
Check Westlaw: Legal & Judicial Ethics & Disciplinary Opinions & ABA/BNA Lawyers' Manual on Professional Conduct.