I'm guessing since you're coming from NYC, your definition of "small town" is much looser then most of us might suspect.

In Nebraska, a "small town" is about 10,000 or less. In the middle of nowhere. You don't get concerts, nice colleges, variaty in restaurants, not even a Starbucks, Best Buy, not even Kmart. You are lucky to find a movie theater with more than two screens.The nearest major city can be hours away. For my family, even moving from a small town (10,000) in northern PA to North Platte, NE (24,000) was a huge shock because it's so isolated. And North Platte is the eighth largest city in the state!
I don't know you but I'm guessing you will want to stick with Lincoln or Omaha, small towns compared to NYC. These cities still have the variety, ethnic, food, entertainment, employment, recreation, shopping, etc., but none of the heavy traffic or pollution. Grand Island is a good city, too, although much smaller than Lincoln and Omaha. Kearney is a very nice city too, but the farther west you go, the more isolated you become.
Here in North Platte, there is not a whole lot to do in the immediate area, although we have a man-made lake here, a fairly nice park. Lincoln is three hours east, Denver is four hours west. My family likes to camp in Wyoming in Snowy range, about four hours away. The sandhills, an hour north, are quite pretty, and Lake Mcaunahey (sp?) is an hour west. As far as cultural experiences, we have the Nebraskaland days (the biggest festival in the state) every summer, which is a pretty fun. Also the local playhouse puts on some of the old Broadway plays (there's some genuine talent here). The people here are pretty friendly, but it's hard to get into their "social circle" because they're not used to outsiders (just be friendly and outgoing, give it some time, and you'll be fine). The schools are decent, although the North Platte high school is sometimes referred to as "drug-mart"

. Hershey High School is about 20 miles out of town but is much smaller and I think better, a lot of people send their kids there instead. There's not a whole lot of shopping here, if that matters to you, only Shopko (kind of like Kmart), Walmart, and a mall with about 15 stores. We have a nice six-screen first run movie theater.
Compared to NYC, though, there really isn't much to offer. It will certainly be an adjustment. Some people love it here, others hate it. I like small towns AND cities, but Kearney and Grand Island are closer to my ideal towns. But if you still want the luxuries of a larger city, Lincoln and Omaha are going to be more up your alley (although Grand Island is getting there).