There is actually a lovely waterfront ampitheater that holds free concerts. In fact, tonight (June 15) they are having Jazz, Blues & More. Its a great location right on the Hudson River and has a bunch of very cool restaurants and bars right nearby, as well. It is definitely a festive atmosphere. Sometimes they hold those concerts (and art exhibits) right on the esplanade itself. The Cross County Shopping Center, an outdoor mall in Yonkers, also hosts free concerts.