Last time I was there doing a photo shoot I stayed in the Sherwood Inn in Skaneateles (in between Auburn and Syracuse). I got the honeymoon suite as it was winter (off season). I recommend it.
The region is so spread out, it really depends on when you go and what you like to do. I lived in Ithaca for 10+ years, beautiful little college town overlooking Cayuga Lake. Cornell University is there, and the hotel school runs its own 4-star facilities: The Statler Inn.
The Finger Lakes Wine Country is worth checking out. Taughannock Farms Inn in Trumansburg is a great restaurant, and they may have a B&B as part of the facilities.
I'm going to the Finger Lakes this weekend, to Canandaigua to see Robert Plant & Alison Krauss. Staying at a B&B on Seneca Lake (which better be nice or my SO will be very cranky). I'll PM you with the details next week.
Just got back from a Sex in the city weekend. Haven't stay there. Usually drive by enroute to NYC. As been mentioned, my NY friends enjoys Cayuga, Seneca & Catskill. I prefer Poconos myself.
In the 1800's there was a lot of money that built personal estates on Lake Geneva that are now "castle hotels". I've stayed at Belhurst and it's a cool historical B&B.