Essex is indeed a very quaint small New England town located on the lower Connecticut river, not far from the rivers mouth on Long Island sound. Old Saybrook is a few miles away as is another charming town, Ivoryton.
Essex was voted recently the best small town in America to live.
See
http://www.essex.com/
The town has some real nice restuarants, a charming Main Street, with no 'box stores' near by. Shopping is confined to the shops in town. For more shopping options there is the town Westbrook or Old Saybrook on US 1 along the sound.
Real estate is likely to be hgh priced.