There's quite a bit to do in the Dobbs Ferry area, if you're interested in historic/literary sites. Washington Irving lived nearby in what's now called Irvington; you can visit his home, Sunnyside. Other nearby sites include the Rockefeller estate, Kykuit, and Philipsburg Manor. This site has info. on these places and more:
http://www.hudsonvalley.org/index.php
And of course, the train from Dobbs Ferry to NYC only takes about 40 minutes!
Karen