Shuttle vs. cab will depend on how much time you have to make the train and whether or not cost is a factor. Unless your landing at BWI after 730pm, I would stick to the rail option.

However, what is your objection to Amtrak? If you took the Acela, it would be the most comfortable and the fastest option. Let's compare...

Flying
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Transfer to Airport - 1 hour
Airport wait - 1 hour
Flight time - 1 hour
Transfer from Airport - 30 minutes
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Total time - 3.5 hours


Amtrak Acela (not Regional Service)
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Transfer to BWI from work - 30 minutes
Train BWI-NYP - 2hr 30 min
Transfer to CT from NYP - 45 minutes
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Total time - 3 hours 45 minutes

Unless I'm missing something (do you need to transfer from Penn St to Grand Central as well?), the time seems to be a wash...the cost is also probably a wash....and unless you're trying to earn FFP (which you can do on Acela if you're a Onepass member), just avoiding the airport hassles, TSA, etc. seems well worth it