CDW is not a great choice, IMHO. HPN is much better: 2 ILS approaches with excellent lighting, very competent ATC and tower. CDW has only non-precision approaches, mediocre lighting; ATC is too busy with TEB traffic to pay attention on either arrival or departure; and the winds on Rwy 27 can be very tough for the uninitiated. I've said it many times before, but CDW is a second class citizen for NY ATC and that state of affairs can often lead to unsafe situations.

The FBOs at HPN will drive you and pick you up from the nearby White Plains train station; or you can rent a car or get a limo or taxi. Its the same distance from Manhattan as CDW (35-40 minutes if the traffic is flowing). Either Panorama or Westair are good FBOs to use.

MMU is too far from NYC; and TEB is incredibly pricy and busy (although its the closest airport to Manhattan).

On balance, I'd recommend HPN over all the other choices.

As for routing: it doesn't matter what you ask for, or what the original clearance is. Somwhere past the middle of Pennsylvania, you can expect to get 2-3 new routings, as you get passed from each control sector. If you're going into CDW, you'll probably get routed over FJC and then STW and then direct to CDW; but beware of lots of VFR traffic that ATC won't have time to warn you about because they're too busy dealing with TEB traffic.

If you're going into HPN, you might get the NOBBI 3 arrival; more likely you'll get routed way north, past LVZ and then HUO down to HAARP, etc. Again, you have no choice in the matter and just need to stay alert and be prepared to reprogram the GPS several times.