Greyhound or Amtrak.
Goto www.greyhound.com/ or www.amtrak.com/
It is pretty easy going back and forth between NYC and Albany.
Once in Albany Public transportation is available.
One dollar a bus.
But they do have multiride, all day, and multidass passes available.
Goto to http:\\www.cdta.org
You can easily get to the downtown areas of Albany, Schenectady, Troy and even Saratoga Springs, a little tough getting there, you have get to Schenectady first.
Hope this helps. Definitely not as easy to move around as NYC but you can get to most major destinations with little trouble.