But more than a little heartbreaking if done on or after Sept. 12, 2001.
Rockefeller State Park is actually fairly easy to get to using Metro North, but for it to be worthwhile plan on a 15-20 miler as opposed to a 10.
You can take the hudson line to the Tarrytown, NY stop, a 38 min train ride from Grand Central Terminal. Then, run up the hill, east, about 1 mile, to North Broadway, which is the main drag through Tarrytown (and same broadway that's in Manhattan & the Bronx).
http://www.mta.info
Head north on Broadway until you get to an intersection of Broadway (Rte 9) and 448. On the SE corner of this intersection is the Horseman Diner (a good place to eat after your run). Head east on Rte 448. In about 150 meters you will come to an entrace to a parking lot on your right. This is the Sleepy Hollow HS parking lot.
On your left, across Rte. 448, is a dirt trail, about 40 feet wide, called the Old Croton Aqueduct. You can run north on the "OCA" about 2 miles and enter the trail system for the Rockefellers.
You can print a map of the area from mapquest using zip 10591 as a reference point.
http://maps.yahoo.com/maps_result?ed=M7tNO.p_0TqT&csz=10591&country=us&new=1&name=&qty=
I would encourage all novice visitors to the Park to carry a map of the trail system for it can be very confusing. You can obtain a map here:
http://www.friendsrock.org/parkmap.html
You can see the intersection of the Old Croton Aqueduct with the Rockefeller trail system in the SE corner of the map. There is water ftn in the visitor center and a latrine too. The RSP and OCA are both carry-in, carry-out. No bikes in RSP.
As an aside, the Croton Aqueduct is also an excellent running adventure, if somewhat disjointed. The OCA extends from the Croton Resevoir in Westchester Cty. all the way South to the Bronx (it actually extends all the way to Bryant Park, just behind the NY Public Library at 42nd and Fifth Ave, but the runnable portion ends in the Bronx. The full extent of this OCA trail is 26.2 miles (not making this up). I highly recommend anyone who wants to run this pick up a map of the OCA, as you will have to run on adjacent roads several times, though 90% of the trail is on dirt. It is a very cool experience, just one of many excellent running options in New York. It's also fun to bicycle on.
http://www.aqueduct.org