NY State is a big place. Manhattan tends to be liberal.. Finger Lakes tends to be conservative. There is rugged beauty, great wines, excellent colleges, and a wide variety of cultures. But don't move to Albany or Niagara unless you really like snow and cold winters. The Alberta winds sweep over the great lakes and bring huge amounts of snow to the northern reaches of NY state. Further south you have beautiful lakes, great farming regions, and a variety of cultures to fit any need.
I just read a news story that listed New York State as the fourth most expensive state to live. Everything is expensive - food, gas, utilities, taxes, housing, etc. It doesn't get much prettier than up-state New York but it's also gets very cold and hot.
The pros and cons between Upstate NY and NYC vary dramatically, hence they don't share the same answers. You can pick one or compare the two to each other, but you can't generalize them together and expect an answer.