The Buckskill Winter Club features a full sized outdoor ice rink so you can skate under the stars.
Climb the lighthouse, and then enjoy a walk on the beach.
Wӧlffer estate is further east, in the town of Sagaponack, and features old world style wines, from a tight family of passionate vinters.
Long island is relatively flat, so there’s not a lot of skiing to be done. That is, unless you know where to look.