The New York State Archives, like the state itself, is a large, sprawling, diverse landscape, with many wonders to behold. But it's easy to get lost.
A few favorites here are:
You genealogical types can search for family members and other individual people in a large name index. This is one-stop searching on a large number of databases, including (for example):
There are some Archive Exhibits online:
America's Civil War
I also suggest you stop off at Excelsior, the main catalog of the New York State Library/Archives/Museum. Note that there are several search options here, including one for Archives, a separate one for Digital Collections, and yet another for the Historical Documents Inventory. I think you can get all online materials at once by clicking Search Entire Catalog, then Power Search, and then use the Location pull-down to select Online.