In terms of outdoor activity, the Lower Hudson Valley is an excellent place to be. Just grazing the surface, some of the best outdoor venues that the area has to offer: In Beacon,
Mount Beacon; in
Bear Mountain, Bear Mountain State Park; in Poughkeepsie, the
Walkway Over the Hudson; and in New Paltz, the
Mohonk Mountain House
You can find much more at:
Visit Our Parks | Scenic Hudson
In terms of the locales you mentioned, Cold Spring is the wealthiest of the three, followed by Putnam Valley, Fishkill, and Beacon. Some might even say that some Cold Spring residents are pretentious, but on the whole, its a very nice place to live. Might be better described as a "tight-knit" community. Awesome downtown area with shops and cafes and great riverfront views. Schools are quite good as far as I know. Train station to NYC in town. See:
Cold Spring - New York Times
Beacon is more culturally diverse than any of the other spots you mentioned. It is an up and coming place, continuously becoming more safe and attracting more and more NYC residents. Its claim to fame is art, and specifically Dia:Beacon; as well as its fantastic Hudson River Views. Schools are OKAY, not quite as good as the other spots you mentioned. Train station to NYC in town. Read more about it here:
Beacon - New York Times
Fishkill is a nice, upscale village in Lower Dutchess. Close to all amenities, great Gold's Gym right in town, easy access to highways, train station in Beacon. Great schools.
Putnam Valley is a rural town in southern Putnam County, near the Westchester County border. There isn't much going on there, but the schools are good, and if you want to live in the countryside, this is a place worth looking into. Here you go:
Putnam Valley - New York Times
Also, in terms of places to avoid, just stay away from Newburgh and Poughkeepsie, especially Newburgh (on the west side of the River).