Go Rams! I'm Fordham College, class of '97. My wife is FC 1996, and Grad Ed, 03, and my brother is FC, '08.
Re where to apply, I'd say it really depends on the county. At the end of the day, it is up to the Judge who signs your permit, and the county official who takes it to the Judge to be signed. I used to live in Westchester (in CT now) but my parents had a house in Columbia county. I looked into trying to register there. I called the county clerk and found out how things worked. Basically it is pretty ad hoc. Each judge and county does things differently. Some require an interview, some don't, some want three references, some want more or less. I'd call the county clerks of the neighboring counties, tell them that you have a job there, and that you would like to apply and ask some questions. You don't have to give your name or anything, but feel them out. Tell them you work in their county, and that that you want to apply there, and ask them what you need to do.
Worst case scenario, when you go to put your stuff in, they will ask you why you are applying in XXX county and not in your county of residence. The county clerk will tell you what you have to do to prove your status. It may be enought to just offer an explanation, or they may want a letter of explanation, or they may want a notarized letter from your boss. DON'T LIE, because if they catch you making false statements then you can be denied a permit, and that makes it 100 times harder to get one later. Also, keep in mind they may not know the law very well. For example, one time I bought a new gun on Long Island, and when I went to have it added to my permit, they gave me a hard time saying that I couldn't carry in NYC, and thuc couldn't get it home. Not true. The law specifically states that you can carry through NYC as long as you don't stop.
You also might want to apply for an out-of-state CT permit once you get your NY permit.
http://www.state.ct.us/dps/SLFU/PistolPermitsHome.htm It is way easier then NY. You can bring the fingerprint card with you when you get printed for NY. You can't actually apply until you have your NY permit, but you can get all of the paperwork done ahead of time. Then you can use ranges in CT if you like, and if you ever move this way, you can just keep your permit.
Good luck!
George