Good God, do not drive to NYC. If you've never been there it will be way too much to take on. The traffic is completely insane.
Google Mega Bus, they always have cheap bus routes to and from NYC. They will drop you off right in Penn Station, allowing you to mess around for a few hours and then take a bus back to CT at night. They run all hours of the night so you won't have a problem if you miss your bus.
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