I got back to KBDL with the rented auto at about 2230Z, pre-flighted in the rain, picked up my clearance and launched a few minutes past 23Z. On departure the METAR at KBDL was:
KBDL 232307Z 32003KT 6SM -RA BR FEW008 OVC017 07/06 A2944 RMK AO2 P0001
In minutes N631S and I were in the clag, not to see anything other than gray in the windscreen until about 3/4 mile final.
In a few minutes more, Bradley Approach abrogated my already brief routing with "Skylane 31 Sierra, cleared direct Bridgeport." Then a short while later, "31 Sierra, contact New York Approach on 124.07." I was ready for that.
Me: "New York Approach, Skylane 631 Sierra, level at 4,000, ATIS Kilo at Bridgeport, requesting the RNAV 29 approach."
Approach: "Skylane 631 Sierra, Bridgeport altimeter 29.46, expect vectors for the RNAV 29 approach."
Me: "New York, 31 Sierra, if you can just clear us to New Haven for that transition we can take the approach from there."
Approach: "31 Sierra, cleared direct New Haven, maintain 4,000."
While it's always been nice to get vectors-to-final for an approach from the controller, I've come to the conclusion that the RNAV approaches, when flown with the aid of a WAAS-enabled GPS like the Garmin GNS-530W, are easier when you get the full procedure as published. The machine just knows what to do.
The METAR at Bridgeport was:
KBDR 232318Z 23005KT 5SM -RA BR SCT008 BKN014 OVC050 07/06 A2946 RMK AO2 P0002
...and a few minutes later when I dropped out of the overcast at about 1,000 feet, there was Runway 29 exactly where it belonged. N631S was shut down and secured by about 2345Z.