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Long Weekend Park yourself in Southampton for a long weekend. Dedicate a day and a half to the beach (spend one morning kayaking), a day to exploring wineries, and a day to shopping.
One Week Set up a home base in East Hampton and spend 3 days there shopping, dining, and lounging on the beach. Set aside a day for each of the following: Southampton, Sag Harbor, Shelter and Montauk.
Two Weeks Add on to the above at least 5 days in Montauk, plus a day apiece in Westhampton, Hampton Bays, and East Quogue.