Montauk, Long Island
Take the Long Island Rail Road all the way to Montauk.
This area is a popular destination for wealthy New Yorkers in the summer months who enjoy the area's beautiful beaches. However, the off-season offers many bargains. Do your research in advance: Some hotels and restaurants close for the coldest months of the winter, and off-season rates may very. If you plan carefully, you can score reservations at a cheap and romantic inn on the beach. An inexpensive taxi ride will take you to the famous Montauk Point Lighthouse on the tip of Long Island.
Beacon, New York
A scenic train ride on Metro North takes you to the quaint town of Beacon, New York.
Quench your artistic thirst by visiting the Dia:Beacon, a famous sculpture museum in a former factory. Walk through the picturesque downtown complete with antique shops and art galleries. Browse and don't buy, and save your money for a meal at one of the town's quaint restaurants. Go in June for the Strawberry Festival.
Cos Cob, Connecticut
If you want to get away without going too far, Cos Cob, Connecticut is a secluded fishing village that feels like it's from another era.
However, it's just off the New Haven train line and right outside of Greenwich, Connecticut. Stay at a charming bed and breakfast near the marina. Tour the American Impressionist Artist Colony, and take a day trip into Greenwich to walk its lively, historic downtown.
For those seeking a cheap and romantic adventure that involves hiking and camping, your ideal destination is upstate New York and the Catskills.
Stay at a rustic lodge or consider renting a cabin for the weekend. The cheapest option is to pack a tent and go camping in a designated area. To access this natural area, you'll need to rent or borrow a car. Don't forget about skiing in the winter.