According to 2000 census results, 79% of the U.S. population lives in an "urban" area. And a great proxy for freedom is this: the more urban dwellers, the less freedom there is. Here are the results for the states discussed above (state: percent urban population):
Vermont: 38.2%
Maine: 40.2%
New Hampshire: 59.3%
New York: 87.5%
Connecticut: 87.7%
Rhode Island: 90.9%
Massachusetts: 91.4%
I see two groups here. Vermont, Maine, and New Hampshire are more rural than the U.S. average and have relatively high second amendment freedoms. The highly urban group of New York, Connecticut, Rhode Island, and Massachusetts -- well, we all know what they are like.
Nothing is this simple, and exceptions abound, but for my money always go with the people who live in the country.