AFTER THE CAPT OF A CANADAIR CL65 MADE A VISUAL APCH TO THE WRONG ARPT; HE DISCOVERED HIS MISTAKE AND STARTED A GAR. NEAR THE SAME TIME; THE DEST TWR CTLR ALERT HIM TO GO AROUND AND TO CONTACT APCH CTL.

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BROKE OUT OF CLOUD LAYER (BROKEN) AT 3000 FT AND WAS TOLD ARPT AT 12 O'CLOCK BY APCH CTL SAW ARPT AT 12 O'CLOCK AND SET UP FOR VISUAL APCH (R BASE). REALIZED ON 5 MI FINAL APCH IT WAS THE WRONG ARPT AND WENT AROUND; CLBED TO 2500 FT. AT THE SAME TIME DURING THE GAR STEWART TWR (INTENDED DEST) TOLD US TO GO AROUND AND CONTACT NEW YORK APCH. NEW YORK APCH GAVE US VECTORS TO STEWART FIELD AND LANDED. WHAT ALERTED ME TO INITIATE A GAR WAS THE RWY NUMBER (33) COMING INTO VIEW. STEWART ARPT (NEWBURGH) IS 13 NM SE OF DUCHESS COUNTY ARPT. THE RWYS ARE LAID OUT IN SIMILAR DIRECTIONS TO EACH OTHER (STEWART RWY 27/9; 34/16 AND DUCHESS COUNTY RWY 28/10; 33/15) AND ARE PROPORTIONATE TO EACH OTHER; RWY 27/9 BEING THE LARGER RWYS AT BOTH ARPTS. HAZE IN THE AREA OBSCURED TERRAIN AND ARPT DETAILS FROM A DISTANCE. THERE IS NO IFR CHARTED APCH TO RWY 34/16; AND IT WAS THE CREW'S THIRD TIME LNDG AT THIS ARPT WITHIN A YRS TIME AND WAS THE FIRST TIME LNDG OF RWY 34. THE FOLLOWING ARE ERRORS THAT CONTRIBUTING TO THIS SIT THAT COULD HAVE BEEN PREVENTED: CAPT ACCEPTED VISUAL APCH BECAUSE THE FO WAS SURE HE HAD THE CORRECT ARPT IN SIGHT EVEN THOUGH THE CAPT WAS UNSURE; THE CAPT'S RANGE ON THE MFD (NOT SURE ABOUT FO'S) WAS SET TOO HIGH (40 NM INSTEAD OF 10 NM OR 20 NM) WHICH MADE STEWART FIELD SEEM CLOSER THAN IT REALLY WAS; DID NOT HAVE 'ARPTS' SELECTED ON MFD (WOULD HAVE SHOWN DUCHESS COUNTY AND OTHER ARPTS WITHIN THE RANGE SELECTED); DID NOT LOOK AT THE MILEAGE 'TO STEWART ARPT' ON MFD WHICH WOULD HAVE TOLD US IT WAS MUCH FURTHER THAN WHAT IT APPEARED VISUALLY TO US.