I suppose the options in my first post are all too far away.
Humm, closer to NY, warm...
Well me mum always said "It ain't cold if you're having fun."
How about a trip to a ski resort?
Niagara Falls in the winter time can be quite spectacular and a lot less crowded.
Again it's not too warm but I once suggested
Captian Jacks in another thread and I still think it looks swell. (is a four hour dive too much?)
Atlantic city? (oops, that's just me again....)