well, i don't know if you've made your decision or not yet, but i'll put in my .02.
i livED in CT for 25 years. two years ago i packed up and left for maine and realized two things.
1) maine has a few problems too, and...
2) i will NEVER go back to CT.
i've had some serious job offers back there over the last couple years too. i won't even consider them.
CT has no choice as to which direction it is going in, as the state is sandwiched between some of the worst liberal strongholds, MA, RI, NY, and NJ. those states are what CT will be.
ask yourself this... would you want to live in NY, NJ, or MA? if the answer is "no", then i'd stay far away since current-day NY is what CT will be in 5 years.
as an aside, the process to get your pistol permit will be enough to send you packing to another state. while they may be a "shall issue" state, be prepared to be interviewed, fingerprinted, provide personal and professional references... it's *expensive* too.
ETA: let me add a few things now that i've read through this thread. some are saying that getting a pistol permit is easy. well, it was easier then, say, crapping out a cure for liberalism, but aside from that it was one of the biggetst circuses i've ever been involved with. buying an MG was easier there then getting my pistol permit, and the tax stamp cost less then the permit did too once you figure in your "firearms safety course" and whatnot.
also realize, you can't buy a pistol AT ALL without having a CCW. you can buy long-arms, but no handguns...
lastly, some areas are VERY rough. i lived in the aforementioned frog hollow area for nearly five years. bad.