Not too long of a ride for a day trip from Rockville Center... (about 1 1/2 hours each way, with traffic)...
November is a great time out there... not crowded, and great fall veggies at the multitudes of Farm Stands (esp. the fresh turnips!)...
Also, it's the time of year when all the (48, or so) vineyards in Southold always have their special wine tasting events!
and lots of restaurants offer fresh Peconic Bay Scallops!
Greenport is a great place for lunch! Lots of really good restaurants on the water!