In general, there is no airport in the NY area that is more convenient to fly from (aside from geography if you don't live where I do). It is TINY, and you can't possibly arrive more than 45 mins or 60 mins before the flight. In peak times, they won't even let you go through security more than 30 minutes before flight time, because the gate area only has two gates (each divided into an A & B), and has limited waiting room.
Usually, flights from there are MUCH more expensive -- so we end up at LGA, even though HPN is only 13 mins from our house.