Western New York generally refers to (surprise surprise) the westernmost region of New York State. Rochester may or may not be included when referring to Western New York; wikipedia details this to some degree. Certainly, Buffalo and Niagara Falls are always included in this region. The occurance of a "Rochester accent", similar to the Northern cities vowel shift, may be used by some as reasoning for including Rochester in the Western New York region.
As someone who grew up not far from Albany, this RocWiki editor has always considered Rochester to be part of Western New York. Perhaps a RocWiki editor who has lived here for a longer period of time can clear up this confusion.