I'm not familiar with your area, but the advice for training is always the same. You need to find all the schools in your area and contact them to see if they offer CNA classes. This requires some time and research on your part.
I did a search and found that Monroe College, in Rochester, offers Basic Nurse assistant class. Assuming you're in that district, you're not going to find anything less expensive (other than on-the-job training which is not as prevalent as it sometimes appears to be).