There is NO GOOD WAY!
I prefer the Tappan Zee to the GW, because it avoids the cross-Bronx & Sawmill. (I prefer the Merritt Pkw over I-95, but some people find the pace on those roads a bit unnerving.) IIRC, the Tappan Zee adds 14 miles.
If it were me, I'd take I-83 to I-78 to I-287 to I-84.
If you are looking for a diversion, cross the Hudson just below West Point on 9, and take 6 along the river - you will want to re-run this short but sweet section section on your bike - up to I-84. There's a bit of traffic through Peerskill, but I find it breaks up the monotony.