Hey, lots of good questions and the best thing to do is just what you are doing – research. A Ruger .22 handgun is not a bad place to start. I attached a link to an on-line gun site to give you an idea of the cost. However, cost can vary greatly by region, so spend some time visiting local gun shops.
As for the laws in Connecticut I personally have no idea, but attached a link to hangunlaw.us and their state specific page to at least get you started. Be sure to research and understand the laws in your area because they can also vary greatly.
Good luck…
http://www.budsgunshop.com/catalog/p...ducts_id/13153
http://www.handgunlaw.us/states/connecticut.pdf