If you want to go off the grounds for dining or activities, food and big box shopping are 10 minutes away.  Here are more great things to do minutes from Pine Lake Park:

Blazed hiking trails on property and nearby
Hemlock Hill Farm - farm raised meats and pick your own veggies
Teatown Reservation
Croton and Peekskill Farmers' Markets
Fall Apple Picking

Local Restaurants and Coffeehouses:
Umami in Croton on Hudson

Music, Theater and Museums