The New York State Museum in Albany has so much to offer. The children's section will keep your kids happy for hours. The wildlife and Native American Indian displays are interesting and realistic. The New York City display takes you right there, without the hassle of the city streets. Also, they run inexpensive and excellent special exhibits every year that are downright wonderful. You can go every year and learn something new.
Pros: great Parking, inexpensive, great for kids
Cons: sorry can't think of, any