There's a fabric store in port chester too, Nimble Thimble, on putnam ave, just off king st/120A. It's little and more geared toward quilting/calico type stuff... but it's not too bad. And then there's the Kate's Paperie in Greenwich CT which is only a few miles further on 120A to Greenwich Ave. And there's a couple of fancy pants yarn shops in Rye. I never even bothered going in because I figured I wouldn't be able to afford anything.
*waves* Hi! I went to Purchase too (graphic design) and I used to live in Rye Brook. Now I'm in the city. Westchester really stinks for art/craft supplies.