The obvious place to get out to is New York City. The cheapest way $2.00 as of Dec 2011 rising .50 cents every December until 2015 one-way to get there is via the Port Authority Trans Hudson PATH line (http://www.panynj.gov/Com...), which will transport you from Newark Penn Station to World Trade Center station or another line which goes along Manhattan's West Side mostly 6th Ave., starting at Christopher St. and ending at 33 St. You can also take the NJ Transit line which leaves from Broad Street Station and Newark Penn Station for $5 one way. This will take you directly to the New York Penn Station and takes about 17 min. The last train from NYC to Broad Street Station is at approximately 1:19 a.m. Once you get out at Broad Street, the buses have shut down at that time of night so it is necessary to take a cab to your destination. Cabs can be bargained with. PATH will take you longer with more stops but runs very frequently, at night, every 30 min.
Hitchhike
Believe it or not, it is possible to hitchhike out of the New York Metro area. If you are trying to go long distances, your best bet is to take NJ Transit or Metro North far enough to put you well into the suburbs, preferably to a stop that puts you near within walking distance of a major highway such as an Interstate. From there, get to an on-ramp and put out your thumb. Be advised, however, that New Jersey state laws on hitchhiking are notoriously ambiguous, and you will be hassled by local police, so use common sense and discretion.
If you're trying to go west into Pennsylvania, your best bet is to take NJ transit to Mt. Olive, which is only a 5-min walk from I-80, which generally carries a good amount of long-distance traffic going west.
