We suggest flying into Albany, NY, which is a very short drive to Schenectady.  Other options, of course, including flying to Boston, NYC, or Hartford and taking the AMTRAK or BUS to Albany.

Airlines we suggest for affordable flights to Albany, NY:

Southwest Airlines 
Northwest Airlines
Continental

Other websites we suggest for affordable flights to Albany, NY:

Orbitz (see flight tool below)
Kayak
Mobissimo