Olana State Historic Site is a beautiful, eclectic historic home & estate, just 10 minutes outside Hudson. Olana was the home of artist Frederic Edwin Church, who was instrumental in the design of the house and gardens. Olana is a melange of architectural styles, including Victorian, Persian and Moorish architecture. Beyond the house, you can explore the surrounding estate, which has a lake, and beautiful views over the Hudson River Valley and the Catskills.
Access to the grounds, and to view the house's exterior, is free. Touring inside the house is ticketed, but I've marked this as a free activity because it's worth a visit even if you don't intend to go inside.