It is served by US Air Express. I-95, exit 30.
Travel time is generally about two hours.
Non-Yale students pay more. Drop off and pick up is at Phelps Gate on Old Campus. If you don't have much luggage, you might consider taking a bus from the airport to Grand Central Station, then transferring to train. Keep in mind, however, that this is not as easy as simply boarding one bus. Drive south on Whitney Avenue for about five miles.