RT-17 is one of my favorite places to drive. The roads are wide, and very curvy with some big hills. But there are a lot of cops around, and half of the road has a 30mph speed limit. I stayed in Roscoe for 2 nights once (there is nothing there except the diner). The driving in the surrounding areas is great. Curvy mountain roads with zero traffic. I love it up there (for driving, not living).
Ocean Parkway is cool for a nice cruise. You can do some high speed runs because there really isn't anywhere for a cop to hide.
The road by JFK is scary man. Two narrow lanes, with swamps on either side. I wouldn't go fast on that road unless your itchin' to be stuck in nasty ass, smelly, muddy "water".
Another NY area road is the road that runs parallel to the Palisades Pkwy. Its very hilly and curvy. But a lot of bicyclers in the warm weather.
Car and Driver had a list of good driving roads. They listed a road in west NJ that run parallel to the Delaware River. I've driven it a few times, it's excellent, but I can't remember the name or how to get there.
EDIT: I found it. Old Mine Rd. You take Rt80 to the last exit before it gets into PA (exit 1). Follow the signs to the Park Ranger station and get a map. It's a very fun drive.