Take the NYAS express bus from your terminal direct to Penn Station, cost is $15. Greyhound has two daily departures from Penn Station to Rochester, one in the morning and one in the evening. You'll have more bus choices to Rochester if you depart from Port Authority Bus Terminal and there's also a NYAS bus from all terminals direct to Port Authority. On www.greyhound.com choose "New York", not "New York-Penn Station" as your departure and it will list all available buses to Rochester on the date you are traveling.
Take the NYAS express bus