A great opportunity to get out of the city, DIA is housed in an old biscuit factory on the Hudson River. Easily accessed by railroad from Grand Central, the gallery houses pieces too large for most NY venues. The location is a 10 minute walk from the train station. Check opening times as they vary summer and winter.
Although there is a good cafe at DIA, as a suggestion there are plenty of lunch or dinner spots one station south in Cold Spring.
DIA Beacon: www.diabeacon.org