Malta is not real close to Albany, but you may want to check out saratoga while you are there, it's a bit north of malta.
http://www.longfellows.com/saratoga-restaurant.htm
I've always enjoyed the atmosphere of this place, they have some nice rooms inside. Food is ok too, I doubt it is the best in Saratoga though, there are a lot of little places along route 9 that are really good.