The Saw Mill Parkway ends south of Goldens Bridge. The end is connected to I-684 at the exit for rte 35 in Katonah. You can take either 684 or Saw Mill to many parts of Mt. Kisco and the Saw Mill is wide open and not as bad as further south through most of that area. You can also take rte 17 right down into Mt Kisco as well. It is why I thought those towns might be closest to what ankersm was looking for.
The towns closest to exit 8 and Hardscrabble Rd. are North Salem, Purdy's and Croton Falls. Haven't seen the place you mentioned, Mona Lisa?
Both Paramas and Hicksville take about the same traveling time to get to for the IKEA from northern Westchester, much will depend on traffic and the route you choose. New Haven is also abit more than an hours drive,more or less (often more as you get close to rte 95).
My work takes me into the Yorktown Town Hall frequently and that is where I learned about the quirk in the naming of the town. There are no real differences between Yorktown and Yorktown Heights except for historical designations as the town grew. Yorktown is the name of the Town which also incorporates smaller "hamlets", some of which have separate zip codes. Yorktown and Yorktown Heights have the identical zip code. The original Yorktown was in the area where routes 132 and 202 intersect. It was the original town from colonial times, the church on that corner played a roll in the Revolutionary War. The "heights" designation came up with the building of the railroad in what is now central Yorktown and includes the shopping area as well as Town Hall. The railroad no longer exists and its graded right of way has been incorporated into the county's bike path system that is also great for walking. Additional zipcodes will vary with "hamlets" within the town Jefferson Valley and Shrub Oak and Mohegan on the northern end of Yorktown and Kitchawan on the south, Crompond to the west . Probably a lot more than you needed to know

- but didn't want someone to make you feel one place was better or worse than the other. The southern half of the town does seem to house more of the larger and spaced apart homes, if you wanted acreage.