You have to admit the new station came out nice though!
From the Albany area take rte. 9W east through Glenmont Center (new Super Walmart on right hand side) and about 2 or 3 miles further you will past the Jericho Drive-In (also on right) another 1/2 mile or so the road goes down a good hill and at the bottom of the hill there is a blinking yellow light. Turn right at this light and follow it about a mile or a mile &1/2. When you see the Albany County Municipal airport on your left, turn left (Not sure the exact street name, but I think it is part of Schoolhouse Road.). Follow this street and it will take you right over the middle of CSXT's Selkirk Yard. At the other end of the bridge many railfans park on the shoulder of the road to get a view of the yard from the edge of the bridge. (there is no room for pedestrians on the bridge......and everywhere else would be CSXT property.) Don't go in the yard because you would be trespassing and could get in some trouble.
Another spot would be on the Mohawk Line in Amsterdam, Ny. (about 25 to 30 miles west of downtown Albany). Take I-90 west to Amsterdam exit, through toll plaza, turn right and follow signs for the Amtrak Station. Many railfans go to Guy Park which is about a 1/2 mile east of the train station, but I thought that the train station appeared to be better for photography because it was a bit roomier.