I did the reverse, NY > BOS. It was a few years ago and the details are a little fuzzy. Basically, you can take
this route from Boston to Providence. Then, use
the Providence state bike map to piece together a path to Connecticut (following the Coventry Greenway from Providence to Rt. 14 is a good bet), then use
the Transalt CT bike map to navigate CT (we'd do Norwich > Middletown > New Haven > Danbury > NY state border), then use the
TransAlt Westchester map to get you the rest of the way.
It's a bit of a sprawl-y route as you'll be hitting metropolitan suburbs through most of the segments in MA and RI. CT is scenic, though. An alternate, if you don't mind hill climbing, is to head west from Boston towards Oxford, then south to CT, skipping RI entirely. The sections between Natick / Southboro > Hopkinton > Sutton > Oxford are gorgeous but rolling. The Boston > Providence route, by contrast is reasonably flat, and you won't really hit any serious climbs until you get to CT.