If you're a fan of live theater productions, book yourself some seats for a play at Capital Repertory Theater. Look online for scheduling details.
You'll be spoiled for sightseeing choice when spending time in Downtown Albany. Capital Repertory Theater is an ideal place to kick off here, but there are many other worthy spots to enjoy. The Egg, New York State Museum, and MVP Arena are near the arts and culture attraction and and will cap off your day nicely.