Well, you know, my deck.
But failing that, I'm guessing you have a car and that you don't mind a hike.
Everyone in NYC heads for Bear Mountain and Anthony's Nose on the weekends. I'd avoid it just because it's so freaking packed this time of year.
Three options.
1) This one is the longest drive. Head to the Copake area of the Taconics and take a hike up Mount Alander. It's a mild, pleasant hike. You park in Mount Washington State Park in Massachusetts and walk up a well-marked trail that leads you to the summit vista which happens to be in New York. The entire Taconic valley is the payoff. It's beautiful.
On the way back, you can either veer west and do dinner at the Culinary or any of the places in Rhinebeck or Poughkeepsie or stay on the route and head to Pawling.
This would be a tiring day and perhaps not my first pick for you.
2) Storm King Art Center. This is the train option, although you certainly could drive it easily. (Taconic to I-84....an hour from the NYC/Westchester line.) You can buy a discounted package at Grand Central that includes a MetroNorth ticket to the Beacon Station and a discounted admission ticket to the Art Center. The Art Center runs shuttles on the weekend from Beacon to the center. You gotta pre-book those.
I'll steal their description, "Storm King is a 500-acre outdoor sculpture museum, come prepared to spend the day outdoors, wear comfortable walking shoes, and bring sunscreen, and bug spray. Bug spray, sunscreen, and water are also available for purchase in the Visitor Center. Plan to explore Storm King’s rolling meadows and wooded areas, by foot or bicycle." Google it.
Beacon itself is a nice place to return to after the Art Center. Good restaurants and bars. (Several breweries, at least one distiller and as of last month, Industrial Arts Brewing are all in Beacon.)
3) A little longer drive up 87, but the most spectacular.
Drive to Mohonk Preserve and buy a day pass. (There will be a rep at the trail head selling passes. We're members, but I gave away all of my day passes already. Bad news...$15 a head. Good news....it keeps the masses further south at Minnewaska.)
Walk the Carriage Roads to the Mountain House. Go through the
Labyrinth and Lemon Squeeze. Once you get to the top of the Lemon Squeeze, the Duck Pond Trail will foliage your brains out. (You don't have to look for it - the wooden overlook shacks are your landmark.)
The $15 pass assumes you park at one of the Preserve trailheads or the visitor center. It's not a hard hike by any means, but it is a hike. If you're looking for much less walking, I highly recommend that you go to the Mohonk Mountain House Gatehouse. (The Preserve and the Mountain House are connected, but the Mountain House grounds are technically private property and serve the hotel....if you want to park at the Mountain House lot, you're basically skipping the hike in.) Weekend hiking passes there are $27 a day.
Afterwards, head into New Paltz for dinner, drinks, whatever. If you like German food, hard cider or bourbon, let me know because there are side trips to each. If you want to convert it into an overnight, Route 9 across the River has a ton of hotels that work.