The answer to your question is fairly simple. The Stonegate or better area of Valhalla has seen a bump in valuation, but the taxes remain an important, yet relative issue. Home price to tax ratio is my rule of thumb. Town services are not what they once were and therefore don't recommend the lower (Town) aspect of Valhalla, as that area is congested and parking is a nightmare.
As an investor, I would compare the same style home and features to that of a home in White Plains. Gedney Farms, Ridgeway and the Rosedale sections are the best in my opinion. City services, hospitals and stores along with a fiscally responsible government and general services must be considered too.
Do your financial homework, visit the area and talk to some of the neighbors, then hire an experienced Realtor. You can Google Lee McTigue of Julia B. Fee (Sothebys). Remember, you get what you pay for. Also, consult a Real Estate attorney who can navigate you through stressful task of buying and moving. Good luck!