Food can be problematic in Valhalla, but here are a few pointers ---
The best Indian place we've found so far in the area is called Patang (
http://www.patangcuisine.com/). It's in Yonkers, about 15-20 mins away, but it's worth the drive. Another good one is Malabar Hill (
http://www.malabarhill.net/) in Elmsford, about 10 mins away. At both places, the lunch buffets are the best deal and you get good variety for your money. Dinner can be expensive at both places. They differ a little in style. Patang seems more North Indian in flavor and spice, and Malabar Hill seems somewhat South Indian (ie, hotter!).
The best Chinese delivery is Empire Chinese -- they'll deliver flyers to campus. They're usually fairly quick, and they have pretty good food for the money (but cash only). One warning, they do take it very seriously when you tell then to make it extra spicy. The best delivery pizza is probably Planet Pizza. They're fairly quick, decent pizza, and they're open later than many other places. Just don't expect to be able to order *any* food at 1am -- few places seem to deliver after 10pm. The Dominos which is supposed to deliver to us just flat out refuses to do so (Lord knows why, they'd probably make a ton off us). There's a Pizza Hut in Yonkers that does really cheap buffets for lunch, and evening buffet once a week (Tuesday I think). They don't deliver at all though.
Dunkin' Donuts is pretty much down the street from Sam's club (on rt. 9A). Near that is California Tex-Mex, which my Californian fiance says is some of the best Mexican food he's had on the East coast. There's a Carvel ice cream store also near there, although the one in Hartsdale is nicer. They have great ice-cream cakes.
Wendy's is available in both directions on 9A. The one in Hawthorne (turning right off Dana Road) is closer and a little quicker service-wise. Also in Hawthorne, near the Wendy's is the Executive Diner, very close to an Applebee's. The diner is probably your best bet for late night food (I think they're open 24 hours). TGIFridays is in Tarrytown, but you're better off getting the directions online. They are close to the nearest Bank of America branch.
In White Plains, there's Cheesecake Factory, although they get *very* busy at times. Near them is an Outback Steakhouse. I think you have to pay for parking at both of these.
Oh, and go to the Stop and Shop in North White Plains if you can. They're the nicest grocery store in the area, and they deliver too!
I'll add to the list if I can think of more.