If you want to experience a more rural version of Connecticut, take the Ferry across the Connecticut River to East Haddam and the Gillette Castle. (Make sure you end up on the West side of the river.) It only cost us a couple of dollars and took only about 10 minutes to cross the river. The ferry is a two car ferry - very nice and leisurely. Gives you excellent glimpses of the castle on the hill, and makes you feel like you're visiting it like they did when it was first built!
See my other note about hiking to experience "part 2" of the pure Gillette Castle experience.