The one place that I immediately thought of when you said you were looking for a scenic route and a nice place to stay on the way from Boston to New York through New Haven was, of course, Newport RI. During the Gilded Age Newport was the summer home of such people as the Astors and Vanderbilts and their seaside 'cottages' are some of the most sumptuous homes in America. One was used for the opening scenes of the movie 'True Lies' and many are open to the public. You can also dine courtside at the International Tennis Hall of Fame. So, if you're looking for a place to stay on your first night, with a stay in New Haven on the second, Newport is where I'd suggest.
It is also very easy to string all those cities (Boston, Newport, New Haven, and New York) together with a nice, relaxing, and scenic drive with other notable venues along the way. From downtown Boston you'd take I-93 south to MA-24/RI-24 south all the way through Fall River to Portsmouth RI and then RI-114 to RI-138 and over the bridge into Newport. From Newport take RI-138 west across another very scenic bridge to US-1 south. US-1 is the old Boston Post Road and through this area of New England at least is quite pleasant, connecting a number of old seaside fishing towns including Mystic (home of Mystic Seaport), Groton (home of the US Submarine Museum), and Lyme/Old Saybrook. It is only between New Haven and New York City that the coastline becomes heavily industrialized and urban in nature, but even here there is a more scenic option to the heavily traveled I-95. Just head a little bit inland and take CT-15, the Merritt Parkway, and pay particular attention to the many architecturally unique bridges that cross overhead.
AZBuck