dual taxes

It would probably be worth consulting with a tax accountant who could put your past year's tax form into his software (or use estimated incomes from this year) and run a 'what if' on the various combinations of state and local taxes to see what the numbers look like.

Living in Greenwich vs. Valhalla while working in Valhalla will be close to a wash from a tax perspective. I would give much more weight to other factors like commute, housing cost, schools, access to child care, etc.

In general, a person with residence in one state and work in another will pay the higher of the two tax rates and take a credit from one state to the other. However, as Aaron suggested, you should pay someone a few hundred bucks to give you the official word. Interstate taxation is more complicated than it should be, so it's worth paying someone if only to get your withholding set-up correctly and avoid underwithholding penalties.