I joined my first CSA last summer and will be doing it again this year. The farm we get our vegetables from is Golden Earthworm in Long Island, NY. The first pick up is this week! If you're curious what kind of vegetables you might get in your weekly box, check out the photo set I compiled from my share last year.
The awesome organization Just Food has a CSA locator on their site for the New York City Metro area. If you're interested in joining one, there are a few CSAs still accepting applications for membership. Farmers Markets are another good choice for fresh, local vegetables if you don't have a CSA in your area.