Whizzer,
If you're coming from NYC, the best (and cheapest) way to get to New Haven is Metro North out of Grand Central. It's about two hours. Here is a map.
http://web.mta.info/mnr/html/mnrmap.htm You can buy a round trip ticket at Grand Central. It's very simple and pretty affordable in my opinion. Just grab a taxi from the train station and back.
Or, if you'd prefer to have more control over your travels and not remain at the mercy of the trains, just rent a car. As long you're avoiding rush hour, the drive should only take about 90 minutes each way.
Enjoy! Joe is a dream. I'll be heading down to New Haven for this. What a fine creature. Mmmm...