I'll put this out there since you haven't gotten many replies. I know of a few HG kids that were in the Pelham school district (but this was 10+ years ago). Um, the parents were very happy with the schools and I know they have some joint stuff with Columbia (as in the can take classes there or something).
However, I also know the kids (not kids anymore!) and from what they've said the classes were still boring (although better than most) and there was a huge issue with being "poor" (this is coming from upper-middle class families) because of the ridiculous amount of affluence there.
I wish I could be of more help but I do know the parents specifically went there for the school district because that's the best one they could find.