[oldfielder]

If you're into getting out and getting fresh air, there are great walks/hikes all around montauk. point this time of year and nobody around. I do a lot of surfcasting out there in other seasons and the beaches are amazing. Most stores in town will be closed, but the lighthouse will be open-just check your hours before you go. The view from the top is pretty cool and the museum about the history of the lighthouse is very interesting, as far as that stuff goes.
There's a small seal colony that usually moves in this time of year on the north side beaches and they have walks to see them. (I know some of you cape cod guys wish they were hunting parties)
If you get off the beaten path out there you'll see some special scenery and between the town/state they have done a great job of preserving a lot of it.