If you are parking up and training, make sure to park along the Hudson line (Tarrytown and the rest), not the Harlem line (White Plains and beyond) as after the game, all the trains heading up the Harlem line require a change either back at the Harlem/125th street station or all the way back at Grand Central. It sounds like getting out quickly is important to you, so training all the way into Grand Central and back out may not do it for you.