If you like hiking in the cold, this place has good trails where you can see the Hudson River and the New York City skyline in the distance. There is also an ice rink, indoor carousel, and lodge.
New York is just a train ride away. The Harriman stop on the Metro North Railroad will take you into Penn Station if you want to visit the city.
If you like shopping, the Woodbury Commons Outlets have great name brands at a cheaper cost.