No one here from the Connecticut area? Come on.
I live in Shelton, CT right now, and I'm within the area of 4 stores:
Danbury Fail Mall, Danbury, CT (~40 mins away by car, longer by train due to insane transfer times...)
Stamford, Stamford, CT (~45-50 mins by train to the Stamford train station, then like a 15 min walk to Stamford Town Center, Stamford's small mall)
The Westchester, White Plains, NY (~1hr or so from Shelton, but from the Danbury, CT area it's a little less, since you can go from Brewster, NY [nearest NY town to Danbury] and take the the Metro-North train to White Plains, and then you can either walk to the mall, or take their awesome {no sarcasm intended} bus system.
West Farms (~?... I've never been to that store from anywhere [i.e. Danbury or Shelton])
...and then of course you have the 3 NYC stores, that many of you already mentioned. From Shelton, CT it takes a few hours (of course depending on the transfer times if taking the train). Variable if driving, since of course it's NYC.
I know this wasn't part of the topic, but what the hell... I'll mention my fav stores:
Danbury Fair Mall, Fifth Avenue, and Stamford.