Enjoy. I would offer you my cue sheet, but it doesn't really represent the route I used through that area, as things changed the minute I hit the road. If you Google the Connecticut shoreline, it's easy to map a route that hugs the shore. Of course, you might be tempted to make life easy and use Rt. 1 all the way, but you will probably be disappointed in the lack of scenery and the abundance of traffic in many places.
Think Long Wharf/Sargent Drive in New Haven; Rt. 122 to cross the water; then Elm Street to Rt. 162 and choose the branch that runs south of I-95. If distance is not a factor, you can trace a route back to the shore from here and use E. Broadway to ride along the water for a while. Then I'd use Naugatuck Avenue to Rt. 1 and take the Washington Bridge across the water to the Bridgeport area. There's a small sidewalk along this bridge and no signs I can remember saying that bikes are prohibited. From the other side of the bridge, look at Rt 130 to 113/133 and loop it all the way around, past the Sikorsky Airport and onto Lordship Blvd. Stay with 113/130 until it becomes Stratford Blvd (Rt. 130). Continue on Stratford through the armpit of Bridgeport (don't stop here), cross under I-95, cross the water, and make a left onto Water Street. This will take you to the ferry terminal.
These are VERY loose suggestions. My goal was to make a four-day trip out of a 1 or 2 day ride, so I weaved in and out of every nook and cranny I could find between Bridgeport and Newport, RI. I did the same when I rode what should have been a short hop from Bridgeport to Darien. You may be in another mindset and want to just get there fast.
Good luck, and contact me if you need any other suggestions!