If you're in a station where the token clerk can see you, they usually buzz you through the special entry doors.
I may have collapsed the stroller or lifted it over the turnstile (with heavy son inside) in busy stations. Can't recall. I DO remember lifting the stroller (son inside, again) to go down stairs. Occasionally, friendly people help out. Often not. Avoid rush hour, whatever you do. And take your lightest, smallest stroller.
There is no problem keeping your son in the stroller on the subway - people do it all the time and everyone is used to it. Mind the gap!!!
Just took my son into Manhattan 2 weeks ago (we moved out when he was an infant; now he's almost 5). I have to say, I REALLY, REALLY miss the stroller. A lot of whining about walking. I had to carry him quite a few blocks and it was quite the workout now that he's almost 50 pounds. Ugh! ;)