I've ridden between New York and Boston by a few different routes. Usually, I was actually starting in Glen Cove on Long Island, so I had slightly different options than leaving from New York itself. The few times that I did go through Manhattan, I always headed up 9W to Poughkeepsie and then more-or-less along the Atlantic Coast Route -- just as you are considering. It's a nice trip, and it always surprised me how rural the hills in Connecticut felt after leaving New York.
Starting from Long Island, I actually preferred to ride out along the north shore and then catch a ferry across the sound. Riding out each of the necks on Long Island will add lots of time, but it was usually worth it for me. Given the choice, I would prefer to ride all the out to Orient Point and take the ferry to New London rather than take the Port Jefferson - Bridgeport ferry and ride along coastal Connecticut. The north shore of Long Island was a much nicer bike ride to me than the coast of Connecticut until you reach New London. If you're headed out Long Island to begin with, you could also consider going to Montauk and then going through Block Island. Again, my choice for this route would be along the north shore and across Shelter Island rather than through the Hamptons. If leaving from Manhattan, I'd take the LIRR to Great Neck or Roslyn to skip the more urban areas.
Sean