I did the same thing with my studies that you did! Nice to meet another person with my same schooling experiences. I don't know much about Princeton, but New Haven is nice. Yale is located in a city setting and the campus is breath taking, reminds me of Hogwarts lol. You could probably find some decent priced living in the towns just outside the city.
I don't know much about either particular program because I didn't apply to them myself, but being in CT has major advantages. You'd be really close to get to Boston and NYC for all the academic resources that are available in those places so it would be really easy to make great connections with people. Just my thoughts on the matter.
Congrats on all your excellent offers!