-- Either is acceptable for restrictive clasues, though some prefer that. Your second sentence is wrongly composed; I presume you want to use a non-restricitve clause (which always uses which rather than that ) Let me fix it: New York City, which attracts a lot of tourists, is one of the most expensive cities in the United States.
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AkavallI am not really sure when I should use "which" and "that".
Should I use "that" in this sentence?
New York is a city that attracts a lot of tourists.
And should I use "which" in this sentence?
New York is a city, which attracts a lot of tourists, is one of the most expensive cities in the United States.