Leonard Park in Mt. Kisco has a very nice playground. It has 3 or 4 separate ares, each for a specific age range. My son used to love the sand area. It is very popular and can get pretty crowded. In Chappaqua, Gedney Park has a good good playground with interesting wooden structures. It is best for the 3 and up crowd. The park also has nice hiking trails and a lovely pond.
There are plenty of playgrounds around, but those two were on my regular rotation when I was a SAHD (my son and I were serial playgrounders, hitting a different one every few days).