Several lines of data support that exercise can improve memory and mood. These reasons alone make a compelling case for keeping physically fit during postdoctoral training.
Central Park: Mount Sinai is conveniently located next to Central Park, which offers many fitness opportunities (running, cycling, basketball, baseball, soccer, skating, swimming) for free or at low cost (ice skating, tennis) http://www.centralparknyc.org/.
New York City Department of Parks and Recreation: Several additional parks and fitness centers are run by the city parks and recreation department. Access to these facilities is also free or low cost. http://www.nycgovparks.org/.
92nd Street Y: Located at Lexington and 92nd street, the 92nd Street Y is an outstanding indoor athletic facility. The Mount Sinai Postdoc office has purchased several memberships that are available to postdocs as day-use passes available on a first come, first serve basis. My G Social
Several local training groups are free or inexpensive to join. Examples include the New York Road Runners Club and New York Cycle Club.