Great for those who appreciate contemporary art.
Huge sculpture park with spectacular views of rolling hills and beautiful and interesting structures, great for a family picnic. Explore the big structures first around the main pathway. Renting bikes is a good way to get around. It's $15/hr with a 2 hour minimum. You can cover the entire place that way. They also have trams to take you from one spot to another every 30 minutes.
Military Academy museum with galleries showcasing history of the U.S. army, warfare & weapons.
A short 2-hour hike with some rock scramble section at the start. Bring proper footwear.
Cold Springs is a cute area but their Main Street is pretty short. You could probably see all of Cold Springs in about two hours. Historically it's mainly known for antiques.
Go through Harriman State Park for a scenic drive along Perkins Memorial Drive. Also plenty of hikes in this area, of course.
Beacon has a longer main street and more stores compared to Cold Spring, all walkable from the Metro North. There's DIA Beacon, a large and well-known contemporary art museum, and a great brewery, Hudson Valley Brewery.
If you're visiting Beacon, this place makes good sandwiches.
A lot more restaurants/bars in walking distance, great hiking, super great vibe throughout the area.