If you are truly interested in rock climbing, travel an hour and twenty minutes north up the Thruway to New Palz. The town is at the base of the Shawangunk Mountains. Most serious climbers consider the "gunks" to be some of the best climbing in the northeast. However, as a result it's crowded during the weekends.
Here's a link:
http://www.mohonkpreserve.org/index.php?climb