Connecticut sure is cold....that's why I moved south.
The whole key to your situation is the balancepoint of your house/heatpump. This is the temperature at which the heatpump can no longer maintain the setpoint of your thermostat without help(btu's) from the backup heat, propane in your case. So first you need a load calculation done, then you can choose a heatpump accordingly. I no longer am from the cold climate,so i can't help you with how well they work there, but people are installing them, so if sized accordingly they do the job. It just takes a while to get used to the heat, as they don't blow you away like a furnace,they run around 100 degrees out of the duct.
Good luck and think twice before you bury that propane tank...that could cause future headaches/expenses.
If everything was always done "by the book"....the book would never change.