If you haven't made any plans yet and are wanting to head out of the city to a location that isn't far off, Revdanda beach is going to have a NYE bash, up close with the sea, where you can have a great time in tents facing the sea, a bonfire and stars for ambient lighting.
Revdanda beach is 18 kms away from Alibaug market, so you can always take the ferry and then a rickshaw to this point.

