If you're just looking to do a day trip, a drive up the Taconic Parkway into Columbia county can be nice when the colors are changing (too early for that now, though). I used to like to drive into a small town off the Taconic called Spencertown. There was a small general store or deli there that sold homemade pies. It's been a long time since I've been around there, so I don't know if it's still there.
You could also drive up the NY Thruway (or the Taconic, but then you have to head west for a while) to New Paltz. If you've never been there, New Paltz is a small college town (State University of New York at New Paltz) with some cool little restaurants and shops. There's a biking trail that goes right through the town if you're so inclined. It's also a popular spot for rock climbing. If you feel like staying overnight, the historic Mohonk Mountain House is in the area. They even have fall foliage getaways there:
Fall Foliage | Mohonk Mountain House
If you expand your driving range by about 30 minutes or so, you could drive up to Lake George, which has a variety of lodging choices available to you, including the luxurious Sagamore resort. The Sagamore offers a fall dining package:
http://www.thesagamore.com/es3461/ca...-package/lang1