Princeton is gorgeous, but I'm not very objective about that. Hoboken is actually pretty fun. Lorenzo's steakhouse in Trenton (right at the NJT station) is an awesome old-school steakhouse with a mafia-like quality to it.
Jersey actually has some pretty places, but you have to investigate a little - if you just stay along the Turnpike, the Parkway or Route 1, it will defintely suck.