I never really went to Burlington much, but it's a bigger city than Plattsburgh is and undoubtedly more things to do there. Plattsburgh isn't huge and there isn't a ton of stuff to see or shop at unless you wanted to go to a very small mall. Try googling things to do in Burlington and you should get some hits. I know they have Church Street Marketplace, and I went there once when I was younger but can't remember too much!
Burlington will be a longer drive for you, but I think it would be more worth the trip. Depending on which way you go (more directly or more of a round-about-way) from Canada, you could pass by Plattsburgh if you wanted to stop by it.
There are ferries that go between NY and VT. The northernmost one at Plattsburgh/Cumberland Head, and it takes you to Grand Isle, VT which is only 25 miles north of Burlington. That ferry is only 12 minutes long and lovely on a nice day.
There's another ferry that runs further south in Port Kent, but it's closed during the winters. Search for Lake Champlain Transportation or ferries and you should get some info on it.
So you've got a lot of options. Come down from Canada directly into VT, or come down into NY, and cut over to VT right away in Rouses Point. Or come down into NY and drive down to Plattsburgh and take the ferry over to VT.
If you ever want to go during the warmer seasons and you wanted to see NY a little, you could go down to the Port Kent ferry and over the lake which drops you directly into Burlington.
Lots of choices