Take the train. It'll be so much more relaxing! Also, the cab ride from the station to Yale campus will be pretty cheap ($6, or so)
Also, a word to the wise: the Yale admissions building is set back far from the street, slightly behind an outdoor children's playground. Because of its location and the fact that the street number isn't clearly visible, you might think you're in the wrong place. Just relax- as long as you see that playground, you're right where you belong.