Rhinebeck, NY is a great place to visit! Although I have never been to an Aerodrome shows I know people who have and enjoyed them tremendously.
There is so much to see and do there - Antique shows, Farmer's Markets, or just stroll down the quaint little streets and visit the shops. My family visited there from LI every summer and fall for over 30 years, and while it's become a little more 'upscale' in the past few years, the Aerodrome is an old favorite there.
I've attached a link to ssome of the attractions there, and if you plan to spend more than a day, be sure to visit nearby Hyde Park, the Vanderbilt Museum and the Culinary Institute. It's difficult to book a room on weekends in the fall because of the beautiful foliage, so plan ahead. The Hudson Valley scenery is spectacular, so bring a camera!
http://www.rhinebeck.com/resources.html