A recent visit to the Connecticut River Museum's holiday train display reminded me of how important the village was to Connecticut's history. Essex traces its roots back to the founding of the Saybrook Plantation in the early 1600s. The Essex familiar to tourists - Essex Village - was first laid out in the mid-1700s. It quickly became a center of wooden shipbuilding. The British considered a serious military target during the War of 1812 and attacked the town. Modern Essex still reflects this colonial past, as well as much that has come after. Yachting has replaced shipbuilding as a town past ime. Essex Village still boasts 18th and 19th century homes, while the more industrial Centerbrook portion of Essex is home to the Essex Steam Train.
If you're interested in Essex genealogy, it is important to know where in the town your ancestor lived. Until 1854, all of Essex was technically part of Old Saybrook. Early vital records are likely stored there. Later records should be held by the town clerk. Church records will have a much wider span. Centerbrook had its own congregational church as early as 1722. Knowing the local church will be crucial. For other records, Essex Historical Society has a well developed collection and appears to be well worth a phone call.
A very useful local history written by the town historian: http://www.essexct.gov/history/briefhistory.html.
Connecticut River Museum: http://www.ctrivermuseum.org/content/visitinfo.aspx?sid=0
Essex Historical Society: http://www.essexhistory.org/research-at-essex-historical-society.htm