Amtrak has four trains that run from Penn station to Buffalo daily. You can take 281 Empire service out of Penn. Departs at 10:20AM and arrives at 6PM. There's one earlier train as well which I would recommend. There isn't a return train until 4:50 the next morning. Both are $78, but if you wait until 1:25 you can save $30 on the trip home. Check out the Amtrak website for more info.