Go over the GW Bridge and go north. There are plenty of hills just over the bridge and the riding is pretty good. You won't be alone there either, lots of cyclists and club rides go up there. Piermont, NY is a common destination, but just riding around Englewood/Tenafly can be a killer.

Within the city, Kingsbridge Road, from the deegan up to the Concourse is a pretty good hill. There are others too in N. Manhattan and da Bronx.

Also try taking Metro North up the Harlem line to Wassaic, and you'll find yourself in the Berkshires, plenty of hills there, and the rail trail which is almost completely flat for when you get tired.

Funny thing about that hill in Prospect Park though. No matter how many other hills I ride, that one still gets me. It must be steeper and longer than I think. The hill in Central Park doesn't seem as big.