A Northern Shrike? Has the right colors but not quite in the places you mentioned.

There have been Fork-tailed flycatchers reported in Connecticut :
http://4.bp.blogspot.com/_OYjskRx08bY/TPafzWpmfCI/AAAAAAAAGRY/TgmyAzRgqEE/s1600/Fork-tailedFlycatcher%25C2%25A9LillianStokes.jpg

Perhaps a Black-throated gray warbler :
http://www.lilibirds.com/gallery2/d/1627-3/black-throated_gray_warbler+6a.jpg

Maybe even an Eastern kingbird :
http://www.allaboutbirds.org/guide/PHOTO/LARGE/eastern_kingbird_kirchmeier.jpg

Thanks Dante and Doug, but none of those seem to fit.

Could've it been a belted kingfisher? Do they hang out in this area? I thought I saw white stripes on its wings in flight as well. Though I thought I would've noticed the ruffed head of a kingfisher....

Annie, I think you got it.

Thanks alan...that's what I'm going with!

Though from my vantage point, it didn't look anything like this....

That's a Female, the Male does not have the Orange band across the belly.

Ah I see.... thanks!

Here are some interesting birds you may not know

Here is a link that might be useful: Astounding Birds You May Not Know