I'm self employed and live in ct but work in ny where I also have residence who should I pay state taxes to

You will file NY return for income from NY source earned while in NY.

If you live in CT you will also file CT return. On CT return, claim the deduction of taxes paid to NY.

You say you have residences in two states, but which is your primary residence? That would be the one where you spend the most nights. If it's CT, then you should file the NY non-resident tax form (IT-203), and then the normal CT residential tax form. If its NY then the CT residence is your second home and you don't owe CT anything - you would file the NY resident tax form (IT-201).