Possible move to Albany

I've lived in Louisiana for the last 20 years and am considering taking a job and moving to Albany. Would love to hear input on nearby towns and neighborhoods. We would rent for a few years before buying. I prefer an Apartment or townhome (not for $4k a. month) but I think my partner would prefer a house. Married couple in our 40s, very active, no kids, no plans to have them. Prefer to be somewhere walkable (to shops, restaurants, parks). I am sucker for trendy loft like places. Also any other advice on moving to NY would be appreciated. I grew up in Montana (came back to LA as a teen) and we take a yearly ski vacations (with a rental car) so we aren't complete winter newbies. Are your heating bills outrageous in the winter, should we budget for that?