Joe mentioned most of the good places...As far as renting, Old Forge NY, or the Tug Hill area are meccas for snowmobiling.
Try
www.absolutesnowmobile.com or
www.oldforgeny.com for more info on the upstate NY areas.
You can also ride at any of the NJ state parks for free (I've been to Ringwood - not good, too many rocks - and High Point/Stokes Forest, very good, high speed stuff), but as Joe mentioned there are others, but you will need your own sleds, I don't know anyone in this area that rents.
I'm going up to Old Forge the week of the MLK holiday (I think it's Jan 16th - 20th or so). If you're going to be in the area at that time let me know and I'll snow you some of the good stuff...
MJB