If you go to Grounds for Sculpture, definitely make dinner reservations at Rat's! Never been on the hiking trails at Allamuchy, but Ramapo Reservation is pretty in the wintertime.
Note that GfS and Ramapo are like, two hours away from eachother, though. Sourland Mountain Preserve is closer to Hamilton and also pretty in the winter. Lambertville and New Hope (in PA, but just across the river) are both fun little towns. I think Peddler's Village (in Lahaska, a bit past New Hope, also in PA) probably is decorated really nicely for the holidays too.