Not all of CT is pricey. If you want to live/practice on the "CT Riveria/Gold Coast" (i.e. the SW corner of the State near places like Greenwich, Darien, Ridgefield, Stamford), well then it's pricey and for that matter most of the CT shoreline is pricey. The dentist population in these areas tends to be high, and also rapidly heading on retirement age for alot of those dentists.
If you're talking the NE and NW corners of the state, well then the cost of living is very reasonable, and and dentist population is relatively low.
As a CT practicing dentist, who is somewhat involved in organized dentistry, I can tell you that CT, just like many states in the Northeast and various other parts of the country will be looking at a sizeable shortfall in practicing dentists in the coming years, as the average age of practicing dentists in CT is approaching the mid 50's and we're seeing not very many new dentists deciding to pracrtice in CT, and this has been the trend over the last 7 to 10 years. Up in my part of the state (the Northeast Corner), in the 7 years I've been practicing here, there have been only 2 new dentists(both part time satellite offices) that have started practices and 5 that have retired, and by far and away in my local dental society meetings, myself at 36 years old is the "baby" of my society.