If you only have a couple hours to kill and don't want to wander far from Pepsi Arena, I would recommend checking out the State Capitol Building. The architecture is very impressive (esp. ceiling in the library) and the Million Dollar Staircase visually impressive and historically fun.
http://www.ogs.state.ny.us/curatorial/capitol/default.asp
http://www.ogs.state.ny.us/curatorial/capitol/default.asp