I'm not sure I understand your dilemma. Do you think there aren't as many opportunities in Conn or Penn as there are in NY or NJ? Less pay? If that's the case, I don't believe that's true. I think you have just as many prospects in those places as you do in NY/NJ.
I second what NYTom said. You are single and don't have to worry about supporting a family so you are in the best position to try something out. If it doesn't work out, you are free to get up and move and start elsewhere. If you think you'll be happier in Conn or Philly, then try it. What have you got to lose?