Yes, a Bear Mountain ride ride offers about as much climbing as you'll get riding in and around NYC, and is a classic century, starting and ending at the GW bridge, going up one side, crossing the Hudson and back on the other. If a century is beyond your range on a hot summer day, you can take the train to Peeksville, ride to the Bear Mtn Bridge, and go back on the west side of the river.

There's also a pocket of hilly quite roads north of Croton reservoir, between Yorktown and the Hudson. This is especially great riding if you don't bring a map and get lost on these twisty roads.