I moved to the area (Danbury) about 9 months ago and joined here for much of the same reason. What I've found is that there are a fair amount of gamers around, but that most are in insulated communities/cliches, or you meet people that are scattered across the state. There tend to be more open, or at least, advertised groups (on meetup I believe) along the coast - Bridgeport, New Haven, Stamford. The only contact I've really had on here is from a 4E campaign on the NY side of the boarder.
What thankfully has worked for me is that I stopped by the "local" comic shop in Newtown (Cave Comics, http://www.cavecomics.com/) and posted on their bulletin board. There's a pathfinder group that plays biweekly Sundays (typically 1st and 3rd Sunday) at Cave Comics and I joined them. It's primarily a dungeon crawl, but it's better than nothing and the story line has been opening up as well. It's a good group of people though and that's probably the more valuable part for me. It's a come if you're able to group so we typically have 4-6 people show up, sometimes 3 in which case we're allowed to bring along an npc mercenary. There's been 5 people, including me, showing up on a regular basis with 1-3 others showing up on rare occasion. The group is somewhat capped at 6 people as there's only so much space at the table. The reason why I'm describing this so much is that it might peak your interest and Newtown might not be terribly far from Weston. (There might not be much of a mileage distance from places around here but there are rarely direct routes so the time factor has been more of a deterrence on my end.) If you're interested, I can provide you the DM's email address and see what you think.
Another possibility is that I have been tempted to start up a campaign or form a group a bit more locally. One that would contain a bit more rp than I'm currently getting. I know a few other gamers nearby and my spouse has actually admitted interest in trying out an rpg, so I don't want to let the opportunity slip away.
Hope you find some of this helpful and I'm always up for chatting, never hurts to know another gamer.