Update! Here's a break down of the closest IKEA stores to the Capital Region, with some great comments.
Somewhat in response to Siobhan's comment, the closest IKEA to the Capital Region is in Paramus, NJ -- not New Haven, CT as IKEA's own site will tell you. And even if the New Haven location was a little closer, the Paramus store is super easy to get to from Albany. Getting all those flat-pack boxes back... well, that's a different story.
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