Another thought - what's your commute, if any? Katonah is much more heavily commuter-oriented that PR or SS cause it's on a train line.
And still another: I can't speak for SS, but Pound Ridge has lots of non-commuters and supposedly 1/3 of the houses are weekend houses (this statistic comes up again and again, I don't know where it comes from). Whatever it is, it's substantial. My impression is that this isn't the case in the other towns. I'm not sure what the impact of that is except less day-to-day congestion and occasional entertainment value when you see obvious NYC weekenders in the store or marveling at the ruralness of it all.
Last weekend I was greatly amused by a 30-something, BK emo-hipster couple in the market carrying on about finding the organic, no chemicals, homemade blah blah blah stuff that they required. They found what they were looking for - just like all the rest of us - but it was quite a show cause they were so loud and self-involved about it. It was an obvious show to make sure everybody in the store knew how cool they were yet without any awareness that everybody else in the place is buying the same stuff for the same reasons. All the rest of us were rolling our eyes at each other. I'm not sure if that happens in Katonah. And I'm not sure what it means.