Some of the restaurants in the Tarrytown/Sleepy Hollow/Elmsford/White Plains area are expensive. If you have a microwave and refrigerator in your hotel, stop by one of the grocery stores:
C-Town is located at 114 N. Broadway in Sleepy Hollow. It is a little more upscale, but has a food bar and some hot food selections.
Super Stop and Shop is located at 610 White Plains Rd. in Tarrytown, and is the more traditional grocery store.