Nobody's mentioned western LIS, so here are a few additions:
Greenwich Islands are a very nice anchorage in fair
weather. If you go into Greenwich Harbor there is a town
dock at
Grass Island where you can
pump out (self service) and get some
water. There's a 15-minute limit on tie-up that is actively enforced.
Stamford offers shelter for
anchoring behind the breakwater. There's a town
dock in the East Branch but I'm not familiar with it.
Norwalk Islands also offer shelter in fair
weather, for
anchoring. There are no facilities in Norwalk for transients, other than
commercial marinas and yacht clubs.
Bridgeport is too
commercial and not yacht friendly, skip it.
Milford / Charles Island was mentioned above.
New Haven Yacht Club was mentioned above. Watch for boulders near their moorings. You can
anchor anywhere behind the NH breakwater in sand bottom.
The Thimbles are awful cute as an anchorage but once you get past "cute" they are just awful and I don't know why anyone would recommend it. (The spaces to
anchor are open to the prevailing SW winds, and they are strewn with dangerous boulders and
cables, and overrun with dayboats during the day. )
Duck Island Roads in Westbrook is OK in settled weather but the currents reverse and run strong, and the shoaling prevents you from tucking in close enough to get any good shelter from the breakwaters.
CT River has good anchoring but you'll be exposed to wakes from river traffic. It settles down after dark.
Niantic Bay is a good anchorage in a norther, and so is New London Harbor. They're both exposed to the south.
Stonington was mentioned above, wonderful stop. "The Borough" as downtown Stonington is called, is a lovely colonial town for a stroll. Take a rideshare to the BigY supermarket about 5 minutes away by car, or to downtown Mystic about 10 minutes by car.
Another really good anchorage not mentioned yet is in Watch Hill, behind Napatree Point. You can beach your
dinghy and cross over the sand to an empty beach you'll share with few (if any) people. Follow the 6-mile channel through Little Narragansett Bay, and don't wander nor try any shortcuts (shallow outside the dredged channel). Watch Hill is a delightful little town.