After Port Jeff, the next harbor is Mattatuck (38 nm away), a narrow creek with only about 5 feet of water on low tide. There is a little room to anchor at the head of the harbor. Well protected, but nothing great.
The Connecticut side has many great harbors. From Norwalk, the first harbor is beautiful Southport (6nm away). No room to anchor, and only about 6' in the outer channel at low tide. Call the yacht club for a mooring.
Next is Bridgeport (12 nm away). There is plenty of room behind the breakwater, and Pleasure Beach really is nice, but few boats stop here except for Tugs. I have spent a few nights in Bridgeport, and if nothing else, it sure is easy to enter in the dark due to all the lights. Bridgeport is getting better, with the baseball stadium and new marina planned, and it will become a better destination in time.
Black Rock, just to the east of Bridgeport Harbor, there are lots of little shops in Captain Cove Marina. Sort of a mini Mystic Seaport. Great yard, nice people. Stay away if the breeze does not have a westerly component, due to the treatment plant to the east.
After Bridgeport is Milford harbor (no room to anchor, not too much to do), and little Charles Island (18 nm away), which you can anchor behind. Often crowded with day trippers, not many overnighters.
After the New Haven breakwater (not as good a stop as Bridgeport, but ok), comes my favorite spot on the Sound, the Thimble Islands (30 nm away). The Thimbles are huge hunks of Granite, and look like a chunk of Maine dropped in the Sound.
There is good holding ground in the mud between the islands. Stay away from the marked power cables. Enter in the daytime. There are numerous confusing buoys marking the many reefs. Once your in, it's beautiful, if you like Maine. Unfortunately, the islands are all privately owned, so no exploring.
Adjacent to the Thimbles is Branford Harbor to the east, and Sachems Head to the West. Given the numerous reefs in the area, plot your courses carefully in advance, watch the depth like a hawk, and use lots of compass bearing to check your location. GPS is useless for threading around the reefs and islands. Sachems Head has a fine yacht club, but no space to anchor. There is plenty of space in the large harbor north of Sachems head, which is the place to go if the Thimbles are full up.
Past the Thimbles is Guilford, which is one of the prettiest town greens in Connecticut, a short 10 minute walk from the harbor. Unfortunately, the channel only carries about 4' at low tide.
After Guilford, there is Westbrook and Duck Island Roads, which has a breakwater with 6-9 foot depths to anchor behind. Fairly exposed, lots of tide. I prefer to head up to Old Saybrook, and stay at the Dock N Dine (50nm from Norwalk).
Given the 2 lighthouses and prominent breakwater at the mouth of the Connecticut River, it's an easy nighttime approach. If you grab dinner (or pull in between midnight and 11:00 in the morning), there is no charge to lie alongside the pier. Great spot to switch crews or pick someone up. Next door is a beautiful and very expensive resort marina, with a very good restaurant.
Five miles up the river is Essex, with a fine downtown and the great Griswold restraint. The Gris has one of the finest collection of ships prints in the country, worth more than the restraint. Stay at the Essex Island marina. Can be darn hot in the summer.
Four nm up is the beautiful fresh-water Hamburg's Cove, and 3 more miles up is Gillette Castle. Another 3 miles and you're at the Goodspeed Opera House, which is right on the river, with a pier. Probably can tie up, call ahead.
After the Connecticut River, the next great spot is Mystic, with the world renown Mystic Seaport. The bridge into Mystic only opens a few times a day, so get the opening times in advance.
It's wonderful to stay one or two nights and be able to walk the grounds after everyone else has left. If you are a member, the dockage is a pretty good deal. You can also walk north to the Mystic Aquarium, or south to town, both of which are worthwhile.
There are also some Islands off Noank that you can anchor behind. After Mystic, Stonington and Fishers Island are a few miles away. Fishers Island offers beautiful estates, and not much else. I've anchored in both the west and east harbors in the J44, but neither are especially deep.
Stonington is also lovely, and Dodson's boatyard is as nice as they come. Another great spot to do crew transfers. The downtown is beautiful, lots of antique houses and great dining establishments.
Through Plums Gut, Long Island begins to get interesting, with Shelter Island a wonderful spot, although I normally hurry on through the Race or Watch Hill Passage to Block Island. Block Island is a great destination, truly out to sea, with enough to do to keep everyone happy. The biking and hiking trails are great, plenty of good restaurants, super beaches, etc. Try to stay a few days if possible.
Everyone knows Newport, but Narragansett Bay offers a vast selection of Harbors, Jamestown, East Greenwich, Wickford, Bristol (visit the Herrshoff Museum), and the Kickamuitt River, where I spent a Hurricane a few years ago. All fine cruising grounds.
Massachusetts & New Hampshire
Farther up the coast, a few of my favorites include all the Elizabeth Islands, especially Hadley Harbor, Tarpaulin Cove and Cuttyhunk (a small version of Block Island), in Buzzards Bay, Marion Harbor, and Edgartown on Martha's Vineyard. Nantucket is not to be missed.
Also, there is Provincetown on Cape Cod, Marblehead, Cape Ann (you can cut through the canal with Monhegan), Isle of Shoals off New Hampshire, and finally, Monhegan Island, which is as good as it gets (except for the swell and lack of moorings and impossibility of anchoring - wait for the day boats to head home and grab one of their moorings. Some young kid will row out and ask you for $20 no matter whose mooring you are on!) Still, the hiking on Monhegan is incredible. There's a reason all those painters are out there!
Maine
Naturally, there are a few thousand places you must visit in Maine, but I would not miss Edgemoggin reach and the Wooden Boat School / Magazine / Campus (they have the greatest marine library I know of), Isle a Haut, Camden, Fox Islands Thorofare, Mt Desert Island, etc., etc., etc.!
If I'm heading to Maine, I will normally stop the first night in Old Saybrook or Fishers Island, depending on the tide.
The next day, I'll make it to Cuttyhunk or Marion (stay in the outer harbor).
The third day, I end up in Provincetown late in the afternoon, take on fuel and water, and leave that evening for Maine. The following afternoon I arrive at Monhegan Island, and stay or head in, depending on the forecast.