You will go to the FDNY EMS Academy in Queens once for:
Agility test.
You will go to Metrotech (FDNY HQ) in Brooklyn 3 times for:
Psych Test
Medical Examination (Physical and drug test)
Interview (not a real interview, but one where you meet your investigator and provide documents to prove who you are, etc.)
As long as everything goes well on your Medical, Psych exam, and Agility test, those will not require any additional trips. However the Interview MAY include multiple trips if you do not have your documents in order, so make sure you bring all your original docs and certs (can't remember which you needed off top of my head, I can get back to you with details later.)
If I remember correctly there is a hotel right across the street from the Metrotech square, so that'll be easy for you.