An inexpensive way to get to New Rochelle besides Metro North is by taking the NYC subway #6 line to Pelham Bay Park and then take the Westchester Bee line #45 to New Rochelle. The cost of travel one way is $5 but please check the bus line schedule since it tends to run infrequently.
When we visit New Rochelle it is primarily by car. It's a short drive on I-95 or the Post Road from where we live. I prefer driving around Westchester; it allows more freadom to do and see what you want when you want.
As Richie and I quickly learned, it is very important to get good directions when driving to and around New Rochelle. The area is a maze of one way streets and dead ends. If you aren't sure where you are going, mapquest it prior to leaving home. We got lost twice between point A and point B because directions kept saying things such as take a slight left. Umm hello what the heck is a slight left.