Our US office is in Albany so I've been there many times.

Train out of Penn Station wins over other approaches. They're not quite every hour, but nearly so. You can just turn up, buy a ticket, and go. Even when flying out of JFK we have found it more covenient to train down to New York City and get across to the airport rather than fly.

The airline options are poor, in part because the service is split between the 3 New York City area airports, each with just a handful of Albany flights per day.

One unusual feature of Albany train station is the taxi service is not like normal but done on a sort of shared-service basis, where the dispatcher puts you and others in your general direction together. It actually works well and you are always on your way just a few minutes after the train arrives. Of course if you have your family they will fill a cab on their own.