(Arizona is #1)
Guns & Ammo explains why Connecticut scores so poorly in its ranking of best states for gun owners:
While officially a May-Issue CCW state, Connecticut is a Shall-Issue state in practice—with a lot of requirements. An eligibility certificate is required to purchase a pistol. There are a number of restrictions on MSRs based on features—MSRs may be possessed provided they were purchased before Oct. 1, 1993, and the owner received a certificate of possession from the Connecticut State Police before July 1994, according to the NRA-ILA. As far as machine guns are concerned, the NRA writes, “It is lawful to possess a machine gun in compliance with federal law, provided annual registration takes place with the state police.” The state has a Castle Doctrine law that applies to residences. Connecticut is one of only a few states that has a law allowing for seizure of your weapons if the police just think you’re a danger to yourself or others, and may keep the gun for up to a year. There are also plenty of laws circulating in local and state legislatures about guns due to the Sandy Hook shooting.