Albany has four distinct seasons. Summer (June–August) is the most visitor-friendly: outdoor events, long days, and access to the Hudson Valley and the Adirondacks within an easy drive. The Empire State Plaza hosts outdoor concerts and a weekly farmers' market in summer.
Fall is excellent — the foliage along the Hudson and in the Adirondacks to the north is spectacular from late September through October. Spring is pleasant but often rainy. Winter is cold with regular snow; the Capitol and museums are obvious draws when the weather keeps you inside.
The New York State Legislature is in session from January to June, which means the Capitol and its surroundings are busier and more interesting during those months.