I had dinner at the Oyster Bar (Grand Central) recently. Since I last visited several months ago, they have added fresh sea urchin (presumably West Coast).
However, the urchins were not even cleaned of the gooey, brown material linking the edible part to the spiked shell. They were really presented in their nature state, and the lack of cleaning to me detracted from their sampling. The price was relative reasonable at under $1.75/urchin. I've had fresh French urchin many times before served in their shells, but they're typically cleaned to remove the clingy, ugly material linking the urchin to the inside of their shells :)