We used to, when United flew to Chicago and Washington DC. I was on a ~30 seater, which was fine, but the 19 seater turbo-prop was pretty loud and had no restroom ..... that made me a little nervous.
I've recently flown on ~ 50 seaters on other airlines and was quite surprised to find that I really liked them--------- as long as they're a jet.
Flying in February is a little different story. The runway isn't very long and you know that it goes toward Long Island Sound, so it has to be cleared very well. There might be a delay flying out of Tweed that you wouldn't encounter at a little larger airport. We had a 4-5 hour delay getting out one year in January, just waiting for the runway to be appropriately cleared.
I just checked Song our of Hartford (Delta's no frills airline), and it's less than $20 more to get direct flights, which is a BIG plus in the winter.