In May of 2007 I made a short trip to Connecticut to visit my brother. We drove on up to the very nice, but small town of Kent. There is a covered bridge a couple of miles south of town, and some nice shops in the downtown. Most are closed on Monday and Tuesday to give the locals a breather after the weekend.
Kent is a bit remote if you are visiting from New York City, but I found it to be worthwhile. There also is a large art gallery in town. Too bad it was closed when I was there.