If you need a place to rock climb in the winter (ie, you're not crazy enough to ice climb), most of the Connecticut climbing community congregates at Prime Climb. It's not huge, and the routes aren't changed nearly as regularly as they ought to be, but the company is good, and it's what we've got. It's perfectly fine for a good workout, and the people make it worthwhile.
Also, a good place to take your 8(ish) year old child or young teen - they're climbing walls anyway, so why not make it productive? Prime Climb does kids' birthday parties and lessons, and safety procedure/precautions are excellent.