Making improving transit is one of the primary goals of the ongoing effort to improve Whalley Ave: http://www.scrcog.org/documents/WhalleyOpenHouseDisplaysApril2010.pdf
This effort is being led by the Southern Connecticut Regional Council of Governments. Installing new bus shelters certainly seems to fall within their role in our region: http://www.scrcog.org/toc_files/Transit_Enhancement%20Rpt2009.pdf

I will email this issue to the contact address listed on their website and hopefully they will find it appropriate to either post or direct us to an outline of both the process involved in requesting a bus shelter and the constraints they face in terms of providing these amenities. Judging from the Transit Enhancement Report Update 2009, it looks like bus shelters cost about $20,000 each.