Metro North RR-Hudson line stops at Hastings-on-Hudson, trains depart from Grand Central Terminal. At that time of night you're only options are taxi (flat rate $45+tolls+tip) or Airtrain to Jamaica Station, E subway to 53rd St, transfer to the downtown #6 subway to Grand Central. I'd take a taxi so late at night. Metro North-Hudson has trains every hour or so late nights.
Metro North RR-Hudson line