Sounds like a great trip. Hope the weather is good. When coming up from Syracuse to Oswego, I'd recommend either Rt. 48 or 57. Rt. 48 is on the west side of the Oswego River via Baldwinsville, and Rt 57 is on the east side of the River. You can take Rt 57 to Fulton, then I'd recommend getting on Rt. 48 if you are not there already. Don't forget to stop at the Off-Bridge Street Bagelry in Oswego on W. 1st street. Excellent bagels and coffee.
Both Henderson Harbor and Sackets Harbor are worth a stop. Sackets Harbor has some neat shops and restaurants. The International Hostel at the Lighthouse in Cape Vincent is a great place to spend a night. Looks like you might be planning to stay there. I live in Sterling, N.Y. near Fair Haven. Let me know if you are going to be over that way. I plan on doing the Maine Coastal Tour, Ride Virginia, and possibly a solo trip to Virginia. My only other major excursion was around Lake Ontario, so I'm still learning the ropes.