Are you going for serious training or for a workout?
There are other martial arts options in Westchester -- try calling around, there are some understated gyms that forgo all the belts, ceremonies and other bullshit and focus on hardcore training.
For cardio, there are a couple capoeira schools in Westchester. But if you go, just make sure you go to classes for regionale (pronounced hay-juh-nall) capoeira, which is the combat version, and not angola capoeira, which is the slower, more visually-focused version.
And it's worth asking about muay thai programs at some of the more generalist gyms, because you never know -- you could find a really solid class that's part of a larger umbrella organization.
Good luck.