Metro-North has multiple trains an hour including always at least one per hour that makes Stamford the first stop. Hertz and Avis have locations right at the train station (1 Metro Place or something like that).
It is extremely easy on / easy off access to Interstate 95.
There are also rental cars at the New Haven train station (Union Station) served by Metro North. If you are curious to find the most economical, you can also search Bridgeport as there are car rentals near the train station. I go with the location where I get the most economical rate on the type of car I want with one of the companies I prefer to use. I particularly like Hertz.
More info would be helpful. Where do you need to be when the trip is over? Do you live in NYC or are you flying home to somewhere else? If so, out of which airport? That affects the practicality of various options.
We live in the Village and (for longer trips) rent cars from two places in our community: Hertz on 13th Street between 5th Avenue & University Place; National/Alamo on 12th Street between 5th Avenue & University Place. We agree that renting cars at NYC-area airports usually costs more and find that City rentals are more convenient for our pickups and drop-offs.
It depends on where you go first. Going up to Stamford, Ct. if you want to go to Long Island first makes no sense to me. But if you go to Cape Cod first and then Long Island that would work but you might have to then return the car back to Stamford which would be out of your way. So bottom line, airport rentals are usually more expensive but picking up from one place and dropping off at another is also usually more expensive. If you're planning on dropping the car back at say JFK and want to go to Long Island first, it might make sense to go out to JFK, rent the car there, continue on to Long Island and then the Cape and then return to JFK before leaving NYC. If you're planning on dropping the car say in Boston, you may only have limited options on where you can rent because the smaller locations outside Manhattan may not allow a different drop off.
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