Yep. Two week waiting period for long arms. It would be immediate if you have a hunting license, I think. No permit/license, however, and you'll wait the two weeks and pick it up.
Pistols are another thing, however. Connecticut says that you can have a pistol in your home for home defense only without having to have a license. The same goes for a pistol on your business property. However, in order to purchase a pistol in CT, you MUST have your pistol (CCW) permit, period. So, the question begs, how do you get a pistol for your home or business without have to first get a permit? You can't. Used to be that you could puchase the pistol from an FFL, wait the 2 weeks, then pick it up and you were "on your honor" to drive it directly home or to your work. You were "forbidden" to stop anywhere but go straight to the destination, period. That's all old history now, however.
Inmyshadow, check online for ammo deals. You'll be able to purchase 1000 rounds bulk of the ammo you are looking for. Start with www.ammoman.com and also www.ammunitionstore.com They always have deals. Make sure you check for shipping costs for a good comparison. Mags, too. At least in CT you can still order ammo online and hi-cap mags without any hassles unlike our friends in Mass!
Rome