i'm not sure how far you're willing to drive, but there is a korean/japanese restaurant in fishkill called toro (http://www.hvtakeout.com/fishkill/toro/toropage.htmhttp://www.hvtakeout.com/fishkill/toro/toropage.htm ). i usually go there for an emergency fix. their bulgogi is decent, but i wouldn't expect too much. the owner is really nice, but the service is pretty slow.
if you're willing to drive down to westchester, check out this link for some suggestions for korean grocery stores:
i like kam sen, but it has a variety of asian ingredients, not exclusively korean. i usually make a monthly trip down to han ah reum in nj to stock up on korean food.
there is a korean-owned grocery store called hopewell farms that just reopened in hopewell junction. it's on rt. 82, right across from the post office. the previous owners stocked the shelves with more korean ingredients, but the current owners seem to be focusing more on gourmet and organic stock.