Katonah (part of Bedford) has very walkable streets right in town (though some places you will need a car). Yorktown is very easy to get around as well, and you'll have lots of places to park near fine-dining restaurants with lots of choices to choose from (there's also the Triangle Shopping Center, for instance, right in the middle of town, among other shopping centers as well). Yorktown is along the Beeline Bus Route, which can take you to Mount Kisco, which also has sidewalks for easy walking. White Plains is a lot busier but you can walk pretty much anywhere in the heart of the big city. Chappaqua is a pleasant walk in town to lots of fun shops and a Starbucks (Yorktown and Mount Kisco have one too). There's others but these are the first that come to mind. Great places to take your kids (though I'd keep a greater eye on them in White Plains).
