We bought our first home in Dutchess County 11 yrs ago. We now live in Greene County, but when we bought our first home, we didn't have any programs assisting us. I can recommend an awesome realtor that helped us sell our home when we moved up here. I only wish we knew about her when we were trying to buy our first home. Her name is Frances Chiu, and she works for ReMax Realty. She is TOTALLY awesome, and I'm sure she could help you out with programs available, etc...
Hope that helps! If you have any questions, feel free to ask!

Good luck to you!