One of the biggest expenses of doing research in Connecticut can be accessing vital records. Currently, vital records copies are running $20.00 a record. You might be able to find an online transcript of earlier records, but recent records can be almost impossible to access.
As turns out, studying a family in Killingly just got much cheaper. Records up to 1903 can be ordered on microfilm from the Family History Library. Here's the link for the ordering process. The Killingly Historical Society has worked to make more recent records available. You can order research through the website.