Airports

These two airports require either renting a car (and driving here) or taking the bus to Grand Central Train Station (NOT Penn Station):
Taxi from either of these airports to Grand Central is approx. $50

Laguardia (LGA)
JFK

If you fly into Newark, NJ there is a car service ($60 each way and this MUST be set up in advance) or again, the renting a car option

Newark(EWR)

Newburgh, NY (SWF): The closest and easiest. If you come here, chances are myself or someone within the network of friends, will be able to pick you up.

Laguardia http://www.panynj.gov/CommutingTravel/airports/html/laguardia.html
Newark http://www.panynj.gov/CommutingTravel/airports/html/newarkliberty.html
JFK http://www.panynj.gov/CommutingTravel/airports/html/kennedy.html
Stewart http://www.panynj.gov/CommutingTravel/airports/html/stewart.html