In winter, the pond in Central Park is turned into an ice skating rink (skate hire is available). Even if you don't want to skate, the viewing platform above the rink is highly recommended - the skyline in the background is familiar from many films.
Central Park, Manhattan
If that is too busy, try the Wollman Rink at CP North. Take the 2 or two trains to 110th St.
Mod - sorry, the Wollman Rink is at the bottom of CP. I meant the Lasker rink at CP North.