Pleasantville Farmer's Market, which takes place every Saturday until about 2:00PM, is one of the best in Westchester County. Check it out for some great treats, then take some time to walk around Pleasantville - true to its name, it is quite pleasant.
Rye and Tarrytown are two of our favorite downtowns if you're looking to get out and explore the area. Both are filled with beautiful views, delicious eats and fun window shopping.
Though it is a hike from where you'll be staying in Westchester County, Terrain is a great way to spend a day. Start at Terrain Cafe for *literally* the best french toast in your life, then browse their giant warehouse. If you want to keep shopping, Westport downtown is only a few minutes away.
This list wouldn't be complete without the Shawangunk Mountains. The Gunks, as they are locally known, are where we got engaged - and it's a very special place for both of us. It'll be hard to make the trip here while you're in town, unless you build in an extra day. Trust that it would be worthwhile!