Pepe's (pronounced “peh-pees” not “peh-pehs”) is the most famous pizzeria in the pizza capital of the United States. Famous for their white clam pie.
Sally's Apizza (pronounced "ah-beetz") is another one of the so-called "Big Four" New Haven pizza joints. Founded by Frank Pepe's nephew in 1938.
Of the Big Four, Modern is probably the most frequented by locals.
Newest of the Big Four (opened in 1996) pizza joints. Famous for their mashed potato pie.
This is a favorite of the Grigo/Barbato/Panullo family and one of the most popular bookstores in Connecticut. Located in downtown Madison right next to various local shops and restaurants.
If you're not afraid of the cold, Hammonasset is one of the most popular state parks in Connecticut, and the beach is very pretty in the winter (especially if it snows).
One of the oldest natural history museums in the United States.
Great if you like art and being inside during the winter.
Visit the Essex Steam Train and Riverboat (the North Pole Express is a very popular attraction), the Griswold Inn (one of the oldest continuously operated inns in the country), the Connecticut River Museum, or just enjoy exploring Main Street.
If you're willing to do a bit of a drive, the Lantern Light Village is a fun family winter activity.
Again a bit of a drive but it's an amazing aquarium.
If you need to gamble...