I was born and raised in CT. But I have also spent a fair amount of time living in upstate NY, NH, and the past couple months in Utah, and enjoy each place in their own regard. Even though I know I will not settle down there, I'm not disappointed in spending the last bit of the summer back in CT. Every state I've lived in has cool shit to do. It's all about being active in finding stuff to do. I've driven across the plains states of the US and can guarantee living in the rural parts of Ohio, Indiana, Illinois, fuckin Iowa, and Nebraska is a hell of a lot more boring than CT. There is decent hiking within the state, and even better hiking is available if you are willing to drive a couple of hours. Day trips to NYC or Boston can easily be done. Or you can go to the fuckin beach no problem. CT has sick swimming holes and has really good rock climbing. Essentially every town has at least one place to kayak or fish.
Just be active. There is not a single place that is fun to live if you sit on your hands and do nothing all day.