The best way in is either by the Bridgeport-Port Jefferson ferry or the New London-Orient Point ferry. Leaving and heading south is not pretty no matter how you go. My favorite before I moved to a civilized area was 495 (Long Island Expressway) to he Throgs Neck Bridge to the Cross Bronx Expressway to the New Jersey Turnpike southbound and then on to your destination. Do not take the New London ferry on a weekend as you will be in winery traffic for many miles when heading west. I took the above route south many times with a travel trailer and it is not pleasant but it is the least unpleasant of all the choices.