Definitely try the mineral baths in Saratoga Springs. There are two -- the Roosevelt Baths and the Lincoln Baths. It's not a posh modern spa experience, it's more the wwII era medicinal bath 'treatment', but it's really cool, in these huge old buildings that are architecturally wonderful, and you are in your own private cast iron bathtub, after which your personal attendant wraps you in a hot sheet and you lie down alone and (invariably) fall asleep. And it is really inexpensive. You have to get over the somewhat institutional look, but the overall experience is really nice and relaxing and well worth it. The water itself is slightly effervescent, so you float a bit, which is an interesting sensation.