Generally I head out the door and have certain preferred routes, which are unique to where I live.  But here are some more generally-applicable places to run.

WestchesterTrails: Links to trails, primarily in southern Westchester.

Tracks: Descriptions of tracks on which I’ve run in the area.

Bronx River Parkway: One of my regular spots.  Extends north from Bronxville.  You need to hit the road in Scarsdale, and then can rejoin in Hartsdale.  It has periodic street crossings.  One tricky spot is at Hearney Road in Eastchester, where you have to cross the Parkway to continue north.  Popular.