You can take a packed lunch anywhere you like, but if you want some facilities, perhaps some grass and a peaceful ambience try these more formal picnic areas:

• Wentworth Falls Picnic Area
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
  • 4WD
  • walking
• Wentworth Falls Lake
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
  • playground
• Leura Cascades Park
  Facilities:

  • table
  • shelter
  • toilets
• Katoomba Falls Park
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
• Sutton Park (Great Western Hwy, Blackheath)
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
• Govetts Leap
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
• Blackheath Glen Reserve
  Facilities:

  • table
  • toilets
• Mount Tomah Botanic Garden
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
  • restaurant
  • fees
• Cathedral of Ferns (Mount Wilson)
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
• Bungelboori (Newnes State Forest)
  Facilities:

  • toilets
• Lake Wallace (off Great Western Hwy, Wallerawang)
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
• Jenolan State Forest
  Facilities:

  • table
  • toilets
• Boyd River Camping Area
  Facilities:

  • shelter
  • toilets
• Lake Oberon Park
  Facilities:

  • table
  • shelter
  • toilets
  • BBQ
  • playground

There are numerous other picnic areas in town parks and low-key sites at various trackheads.