aerien, no Winter Socials in New Haven??
speedyb09, I don't know much about two bschools themselves, but I can offer some insight into both Evanston and New Haven. First off, as you mentioned, airports are a pain in New Haven. No one ever really uses Tweed (New Haven Airport) and most use Hartford or Laguardia/JFK. Convenient public transportation to those locations are pretty non-existent as well, and most use airport limousine shuttles. That said, Northwestern isn't really better off in terms of airport...
They both have access with relative ease to the city. MetroNorth/Amtrak can take you into NYC (and beyond) and the Purple Line can take you into Chicago with ease.
Evanston as a whole is a nicer, suburbier town (so many churches!). Rent is also probably a tad more expensive (but cheaper as you get away from campus). New Haven has a tiny Yale section in the middle of the city, with a not-so-great area surrounding it. That said, you probably will never have a reason to go beyond Yale's campus in New Haven. You can find a 2 bedroom in East Rock for say $1300, and plenty of dog friendly houses. Also there are parks near by (East Rock and there's a dog park on St. Ronan - awesome place to sled in the winter).
Weather is comparable in my opinion. Winters and summers are both terrible in both cities. The body of water by Northwestern (Lake Michigan) is way nicer than the Atlantic by New Haven...
But you should probably choose more based on the bschools themselves than the locations