There's a Ritz and a Crowne Plaza. Both are downtown.
Both are walking distance to shopping (the malls), restaurants, and Mamaroneck Ave (the main drag).

The Ritz is closest to the station - 5 minute walk.
The CP is 10 - 15. They have shuttle buses available.

edit Left this one out... http://www.marriott.com/hotels/trave...hester-county/
They're adjacent to the station, but it's a reverse walk to the malls. Nothing special about the neighborhood.

My first choice is CP. If you can afford it, the Ritz. If Flyertalk rules apply, go with the best deal.

Any additional questions? Ask away.