The half answer is: Google would help.
The full answer is: Ask someone who really knows what they're talking about.
Based off my bored and lazy Googling, you will save nothing:
http://www.tax.ny.gov/pit/ads/it203_information.htm
http://www.tax.ny.gov/pdf/2012/inc/it203i_2012.pdf
If you were a nonresident of New York State, you are subject to New York State tax on income you received from New York State sources in 2012. If you were a resident of New York State for only part of 2012, you are subject to New York State tax on all income you received while you were a resident of the state and on income you received from New York State sources while you were a nonresident. To compute the amount of tax due, use Form IT-203, Nonresident and Part-Year Resident Income Tax Return. You will compute a base tax as if you were a full-year resident, then determine the percentage of your income that is subject to New York State tax and the amount of tax apportioned to New York State [p. 5]
I don't see anything from my 2 minutes of searching that states there is a different tax rate for residents v. non residents, which from my limited knowledge is more commonly the case in city taxes (City of Detroit resident tax is ~2.5%, while non-residents is ~1.5%).
Looks like you should work in Jersey and live in PA. Then you wouldn't have to pay NJ income taxes -
http://taxes.about.com/od/statetaxes/a/reciprocal-agreements.htm