I'm also in New York (upstate) and like you I'm slogging through another sloppy winter. I've never tried a spinning class, but something you might try if you're worried about the effects of spinning is mounting your trusty bike on a good fluid trainer. I've got one (a Kurt Kinetic), and I love it. When the weather's just too awful to take the bike outside, I can get a great workout indoors that is (from a purely physical, rather than pyschological perspective) almost indistinguishable from being outdoors on the bike.

A lot of people complain that they don't like trainers, and I guess I can understand that. But I enjoy mine. I put on some loud music, I put my head down, and I crank. The scenery never changes, and I guess that bothers some people. But in terms of getting the physiological response you want (with no adverse side effects you wouldn't experience on the road), it's hard to beat.