Hello again, I found some information pages about lowcost in USA and I have just booked all the tickets, this is the final schedule:

20 sept: Arrive at NY at 15.15, then fly to Boston. Fly with Jet Blue at 20.45

21, 22 sept: Boston. (22 maybe Salem)

23 sept: Boston - Buffalo. Fly with Jet Blue at 09.30

24 sept: Buffalo - DC. Fly with US Airways at 17.30

25 sept: DC

26 sept: DC - NY. Train at 09.20

27, 28, 29 - NY

30 - Morning in NY until 14.00.

Finally this option it's maybe a bit more expensive than renting a car, maybe around 100-120$, but it's worthy!

I have also booked the last hotel, in Niagara, the Marriot Falls View recomended by Lookin_Glass, a room with views to the falls. Very good fare I think, with breakfast and 40CAD to spend in the dinner.

Thank you all of you for your really good advises, I will let you know how it was!

There is so much to do in Boston that you may not want to take the trip to Salem but if you do, the commuter rail (mbta.com) is a good option for getting there. The Peabody Essex Museum (pem.org) is an excellent small museum but it doesn't focus on the Witch Trials if that is your interest. Chestnut Street has many beautiful federal era homes too.

In Niagara, my absolute favorite thing to do is the Maid of the Mist boat ride. I happen to be a big fan of Niagrara Falls and think its worth the trip so I'm glad you haven't been detered.

Enjoy your trip! I'm jealous as you are visiting some of my favorite places in the US.