White Plains (HPN) is my favorite, and I commuted weekly to NYC from upstate NY for 11 years. It's been about a month but Millionaire (formerly Westair) provides rides to the MetroNorth for free. Panorama also used to provide this service. Avoid Signature. It's a 35 minute ride on the train to Grand Central from there.
TEB is near the bus stop to the Port Authority, but I find TEB to be pretty unfriendly to pistons, and expensive, so I usually go to HPN.
CDW is near a bus and the FBO will give you a ride, but the buses are relatively infrequent.
FRG is near a train and the FBO will give you a ride.
ISP is also on a train but it's quite a bit farther out than FRG with no advantages.
Linden looks close but the transportation options from there are harder, although a cab ride all the way into the City might be feasible (I've never done that though).