I need to get to New Haven, and the US connections to HVN don't work for me.

What is the conventional wisdom these days? Fly into HPN or BDL and rent a car which I don't otherwise need? Or CT LImo or one of the other shuttles from LGA or BDL? It would have been an easy choice if I could get a non-stop to HPN or BDL, but I need to connect to go anywhere other than LGA or EWR.