The Albany, NY Station, despite it being on the wrong side of the river in Rensellaer, is still very close to Downtown Albany. It's very close to many highways that provide good access to hotels all over the Capitol District. I haven't stayed at a hotel there in a while but often when I travel by Amtrak to cities to stay in hotels, I try to stay as close to the station and in a downtown area as much as possible. Sometimes, if I see the the hotels near the Amtrak station and in downtown areas are very expensive, then I pick hotels a little further away and hope that it's an easy city bus, light rail, subway, or Uber ride away.