There is the Thomas Kincaide Gallery at 125 Westchester Avenue, however, I think it may be by appointment only. Arts Westchester, located right near the City Center in downtown White Plains on Mamaroneck Ave often holds fantastic and innovative exhibitions throughout the year. In fact, their current one is entitled Sculpture: On and Off the Wall. They are having a big arts bash on May 16th where you can have food, wine, see the exhibit, meet the artists and even tour the studios. The White Plains Public LIbrary also has a modest gallery space upstairs with rotating exhibitions. Then, of course, there is the wonderful Neuberger Museum of Art located on the campus of Purchase College in nearby Purchase, NY.
