Shelton, CT is 20 minutes west of New Haven. There are a number of options for getting here.
Tweed Regional Airport (HVN) - 30 minutes. With only a single US Airways route to Philiadelphia, it may be difficult to find a flight here. Nevertheless, it is the closest airport. Though you can take a cab (~$50), a number of rental car facilities are on-site. (Directions)
Bradley International Airport (BDL) - 1 hour. Bradley is the closest major airport. With Southwest Airlines available, it may be your best bet for cheap flights. All major rental car facilities are on-site. (Directions)
New York City:
The three NYC area airports offer the most connections and are not much farther than Bradley. Rent a car or take Metro North to the Derby-Shelton station (see below). If you plan on doing that, allow ample time to get to and from Grand Central Station.
La Guardia Airport (LGA) - 1 hour, 5 minutes (Directions)
JFK International Airport (JFK) - 1 hour, 15 minutes (Directions)
Newark Liberty International Airport (EWR) - 1 hour, 25 minutes (Directions)
The nearest Amtrak station is in Bridgeport (15 minutes). The nearest Amtrak Acela Express service is in New Haven (25 minutes). Cabs are available at both stations.
MTA Metro North services Derby-Shelton (5 minutes) from NYC's Grand Central Station. If a cab is not waiting, you can call Valley Cab Co. at (203) 732-8294.
Use Google Maps!