Rye is serviced by the Metro North New Haven line to/from Grand Central as well a points north to Stamford. There is frequent service making all stops as well as express service which makes limited stops.
We don't take Metronorth too often as Ferni and I drive into the city on a daily basis, but on the days we need to take metronorth we like the fact that we can hop on an express which brings us to and from Grand Central in about 34 mins (making only one stop, at 125th street).
Parking at the Rye station is a nightmare. The lots are by permit only and after having a 10 year waiting list, the town decided to do away with it, so now you can't even get a parking permit. There are very few (about 50 in total) spots with long term meter parking (upto 12 hours), but those fill up buy 7 am, so if you are driving to the station, make sure to get there early to grab a spot.
Ferni and I take a cab to the station when we need to, doing away with the hassle of trying to find a place to park.
On weekends and holidays parking in the lots are free!
The price of a ticket to/from Rye has gone up and is now $10.75 peak and $8.00 off peak each way.
If you are arriving via Metro North, there are always plenty of taxis to be had at the station.
If you'd like to arrange for a taxi ahead of time Rye Taxi is a good compnay (914) 967-3003. They also provide car service to the airport.
Metro North is an excellent way to get to Rye from NYC or Connecticut. The Rye Station is conveniently located right in the town of Rye. Shops and restaurants are within wlking distance of the station. It is possible to walk to Playland from here if you like to walk but in the summer months they have a shuttle bus than transports visitors to Playland from the station. If a taxi is what you need, no worries, there are always plenty waiting at the station.
On of our favorite things to do is take a nice walk along Oakland Beach, Rye Beach, Rye Town Park or Playland. As long as it's not pouring or biter cold we are outside enjoying the beautiful ocean views. We often walk right after work and enjoy watching the sun set as we stroll the beach.
It's nice to get out in the fresh air and have alone time with each other by the water. We both enjoy it immensely.