I think it's noteworthy that people outside of NYC are usually more upset about the NYC "nanny state" than the people who live here. The trans-fat ban was a big talking point for conservatives, as evidence that the government was sneaking into every personal decision you make. However, it was ultimately a decision by a local government (don't conservatives like local governments?) to regulate the restaurant industry. While conservatives around the country had a collective freak-out session, I don't think New Yorkers were talking much about it, and there were many who viewed the decision positively. We eat out all the time, and many of us would like to know that the food doesn't have too much unnecessary harmful crap in it. It's worth pointing out that it wasn't a ban on fatty foods-- I believe you could have replaced the trans-fats with bacon grease, and then everything would then be legal.
The "soda-ban" was similar, except that I think New Yorkers found the ban to be a bit silly. I'm not going on a scientific survey, but anecdotally, the people I've heard from largely don't care. People don't seem to really oppose the "ban" or feel like it impinges on them, but it's more been a question of, "Is this necessary?"
The horses are more controversial, but again I don't see why people outside of New York see this as a sign of governmental overreach. Some people think that the horses are being mistreated. There are animal cruelty laws everywhere. Then there's also the question of whether horses should be on the road. They shit everywhere and sometimes they mess up traffic. I'm sure if there were constantly horses on the streets of your home town, you'd occasionally get people questioning whether it was a good idea.
So I just don't really get why you're upset. It doesn't sound like you live in NYC. If not, these rules don't apply to you. There's some controversy within NYC, but I think most of the residents (most of the ones I've met) have some understanding that, with such a large and diverse city, you need some regulation. With all the restaurants, you need a health code-- complain if you want about the implementation, but I'm glad they shut down restaurants with unsanitary conditions. With all the traffic that passes through the streets, you need traffic laws-- argue if you'd like about whether it's good to have horses on the road, but there should be laws about that kind of thing. Even a libertarian with half a brain should understand that a city this large can't operate without some laws. And if you don't live here, I'm not sure why you would care.