Dia Beacon is a well regarded art museum in Beacon (east side of the Hudson so not really Catskills).
This isn't Catskills either, but would recommend the Hyde Park/Rhinebeck area. You can walk around the grounds at the Vanderbilt Mansion, FDR's house/library, Eleanor Roosevelt's house, and Mills Mansion; as well as take the tours if you are interested (it's free to walk around the grounds). There are also orchards/farms in this area if you are interested in that (fun to do in the fall). Farmers markets too on the weekends in various towns.
On the other side of the river, Minnewaska is a nice spot (and a lot cheaper than Mohonk!). There are some easy strolls there and it's a pretty spot, especially in fall.
In the Catskills, a visit to Ashokan Reservoir is nice. After 9/11 they closed one of the main roads across the reservoir and it's open to pedestrian traffic. It's a nice walk.
As previously mentioned, Beacon might be a nice stop for you. In addition to DIA, there are nice stores, galleries,and cafes on Main Street.
I would also check calendars as there are often festivals this time of year. The Sheep and Wool festival at the fairgrounds near Rhinebeck is in October and a lot of fun. Rhinebeck is a nice stop anyway and there are some easy walks in that area (Poet's Walk, the mansions near Hyde Park).
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