The Fourth falls on a Wednesday this year, so you could theoretically catch fireworks countywide for about a week straight!  I have specified where parking requires a fee when that information was readily available, however, it'd be wise to check with the town/city in advance if you're not a resident or sticker holder. Here's the list, by date order, and then alphabetically (also note, Danbury and Bridgeport have two displays):

June 29, 2012
Bridgeport: Seaside Park, Marina Park Circle, dusk.

June 30, 2012
Danbury: Candlewood Lake, dusk.  Rain date: July 1

July 1, 2012
Darien: Darien High School campus.  You can pre-order picnic baskets from Palmer's Market.  Proceeds benefit Darien Firefighters.

July 3, 2012
Bridgeport Bluefish: after the game
Danbury: Danbury Fair Mall, dusk.  Rain date: July 5
Milford: Connecticut Post Mall, Green parking deck, top level. From 7-10 they'll have live entertainment, family activities and food.  Around 9, they'll do a patriotic sing-along and veterans salute before starting the musically choreographed fireworks at 9:15.
Norwalk: Calf Pasture Beach.  Park of the Norwalk Summer Concert Series.  Amazing Andy show for kids at 5:30.  DJ at 6.  Bill Genuario & the Destiny Band at 8.  Fireworks at dusk.  Rain date: July 5.
Shelton: Shelton Veterans Riverwalk Park.  This is part of the Music Under the Stars Concert Series.  Entertainment for the night is the HIghland Rovers (Irish Rock). Rain date: July 5
Stratford: Short Beach Park.  Kids concert at 7:30, plus moon bounce and face painting at Gull's Landing Mini Golf course. Concessions available.  Music for older kids and adults at the Deck.  Fireworks at 9:30.  Rain date: July 5.
Westport: Compo Beach.  Many spend the day enjoying the playground, picnics and the beach while they wait for the evening's grand finale!  $30 tickets are required for parking at the beach, and are first come, first serve.  They are sold at Westport Police Dept. or Westport Parks and Rec.  Once sold out, shuttle bus passes will be available.  Rain date: July 5.

July 4, 2012
Fairfield: They don't mess around with the date in Fairfield ... July 4 is July 4 and that's when the fireworks fly!  Lift off is from a barge in Long Island Sound, so the show is viewable from either Jennings or Penfield beaches.  Pack a picnic!  Music from 5-7 at Jennings, and 7-9 at Penfield.  Parking permits are not required after 6p, but spots fill early.  Jennings has the larger lot.  Rain date: July 5.
New Canaan: Waveny Park.  Town residents have until June 25th to buy their $30 family parking passes.  They are sold online, and are mailed out within a week.  The park opens at 5 and the fireworks blast off around 9.
Ridgfield: Ridgfield High School, 9pm.  Rain date: July 7.
Rowayton: Bayley Beach.  They are launched from a barge, so the best vantage points are from the mouth of the Five Mile River to Rocky Point.  Stickers required at Bayley Beach, or there is a $20 parking charge.  The show starts about 9:15, and lasts 30 minutes.
Weston: The town boasts a full day of events starting with a swim at Bisceglie-Scribner Park.  At 4:30, gates to Weston Middle School open.  Admission is $5/person for ages 5 and up.  They've got a lineup of music, magic and fireworks ... plus a barbeque pit where you can buy dinner.  Bring your own blankets and chairs.
Wilton: Wilton Athletic Complex.  Start the holiday with a 5K at 8:30am.  At 2:30 the donkeys take on the elephants in a political softball game.  Three bands are lined up to usher in the fireworks, starting at 5.  You can pay $20 at the door, or pay in advance as a 4th of July Booster -- guaranteeing a spot in your favorite parking area.  Booster passes are first come, first serve.  They are available by mail or at the Comstock Community Center.

July 7, 2012
Greenwich: Binney Point and Greenwich Point, dusk.  Rain date: July 8.

One last note, Trumbull Westfield Mall is no longer hosting a fireworks display, as it has in years past.  They are encouraging patrons to check out the Fireworks Spectacular at the Connecticut Post Mall in Milford.