I don't know Albany very well for this type of thing, Saratoga only slightly for when I looked for my own wedding reception. Sch'dy and surrounding towns I know best.
In Saratoga, the Inn at Saratoga was the first that came to mind.
Welcome to The Inn at Saratoga - Saratoga Springs, NY
My suggestion for Sch'dy would be the Stockade Inn.
Stockade Inn – Schenectady hotel, restaurant, banquets and wedding receptions I've always enjoyed the food, and I love the area, so beautiful, historic. Another option in the stockade, which is probably cheaper, the Van Dyck. For some reason their website isn't working today. Try later
www.vandycklounge.com The Scotia area has a few option too.
Waters Edge Lighthouse Restaurant Glenville NY :: Welcome to The Waters Edge Lighthouse - right on the Mohawk, great food. Here's another idea, in Glenville, north of Sch'dy
Schenectady's Wedding & Corporate Event Venue | River Stone Manor