Used to work right there. Purchace is in and around very upscale parts of Westchester. Westcheseter in general is very nice, but VERY expensive to live in.
Certain parts of White Plains are a little cheaper. White Plains, i guess, would be the part where West Chester starts to turn from upscale to more urban/small city feel. Lots of bars and things to do, plenty of transportation options.
About 20 minutes outside of NYC.