A few years ago I worked at a health magazine and we hosted the first-ever Yoga festival in Central Park. At the time I wasn't really into Yoga but was soon turned on to the idea of 'practicing' a form of excercise to quiet a noisy mind.
I recently visited this beautiful little spot, the Omega Institute, in Rhinebeck, New York for a mini yoga retreat. (http://eomega.org/) I stayed in rustic accomodations (true dorm-room style) the entire "campus" is on a beautiful lake and features a meditation temple. And, a really great bookstore--I picked up these cards because I loved their messages. Especially "Don't believe everything you think."
Only a short train ride from NYC, you can kayak, canoe, do yoga or just do nothing. A great weekend getaway and a wonderful way to get the noise out of your head. And, there are really great hammocks. So bring a book. Or, don't.