... having reviews and articles written of me in The New York Press.
... having reviews and articles written about me in The New York Press.
I recommend about. In this context of is incorrect, and cannot be used with the meaning that you indend. The word on is possible, but in this context the word on could be misinterpreted, and doesn't flow as naturally as about.
I would definitely go with about.
But the only one that doesn't make much sense is of.