heading W in CT from Watch Hill Passage, you can anchor in Stonington (exposed to the SE).
You can also anchor near Napatree Point near Watch Hill - where you will have lots of company.
The entrance to Little Naragansett Bay (the twisted approach to this anchorage) is quite close to
Stonington.

Headed W on the CT shore, you can anchor in Mystic near the Seaport - pretty well protected but
you'd have to negotiate some bridges.

Headed further W, you can anchor in New London. Green's Harbor (exposed to wakes from the
ferries) or N of the bridges are options (in the latter case, you'll probably have to wait for the RR
bridge to open).

Headed W again, you can enter the CT River and pick up a mooring - for free - at North Cove. Look
for yellow ribbons on mooring. If you are deep drafted, you might want to pass on N. Cove. Or,
you can proceed up the River (and wait for a RR brisge to open) and pick up a mooring (as is the
custom) at Hamburg Cove) or anchor near Essex.

Headed W again, you can anchor in the Thimble Islands. Careful pilotage is required. Can get crowded.

Further W on the CT shore saomeone else can talk about.

Headed across the Sound, you can anchor in Port Jefferson. To the west, there are plenty of places
to anchor including Northport, Oyster Bay, Cold Spring Harbor. In fact, all the way to City Harbor,
where you can also anchor. Headed from Port Jeff on the North Shore of LI, the only good place to
anchor before you set between the forks is Mattituck Inlet. (Mt. Sinai has excdellent protection
but no room to anchor). Only go to Mattituck with a favorable current. Can be kind of tense the first
time you go there but worth the effort. Excellent protection but can sometimes get crowded (the anchorage
itself is quite small).

If you go thru Plum Gut (an interesting experience of and in itself) there are lots of places to anchor,
including Gardner's Island, 3 Mile Harbor, Sag Harbo (exposed to NE) Coeckles (and possibly other places)
on Shelter Island, Cutchogue Harbor (exposed to S), and Orient Harbor.

If you head E from here, go back thru Plum Gut and avoid The Race. Can anchor in West Harbor on Fishers
Island (exposed to N).

This is a condensed list. There are other options. There are many more possibilities if you are willing to
pay for a mooring.

All places are more crowded in the high season. The most popular places are more crowded on weekends
during the summer (late June until after Labor Day) and should be avoided.

There is good sailing throughout.

Jerry