There are some great wineries on the North Fork, about an hour's drive away. This is one of several but we love this one in particular.
This is one of about a zillion beaches in the area if you want to get some sun and sand. Some require permits to park, but many hotels in the area offer them as complementary if you inquire. You won't need a permit if you don't park there (if you Uber and get dropped off or something). Cooper's Beach, and Southampton Beach are also great options.
Popular public beach, but as with Flying Point, it costs a lot to park there. Consider getting dropped off.
Like with beaches, there are tons of golf courses in the area for those of you who kneel at the altar of golf (including Shinnecock Hills, which I hear is quite famous). Southampton Golf isn't necessarily my recommendation because I know zero things about golf and wouldn't presume to tell you all about it, but if you want to play, I recommend doing a little research into the area and exploring your options. Feel free to reach out if you want more information and we can consult people with a little more knowledge on this one. This particular location does also have a nifty driving range, an 18-hole minigolf course and a fun bar.