East Hampton is well known as a favorite stomping ground for the rich and famous, and prices for accomodation and parking can be steep, but it's a characterful, charming and scenic place to visit.
Main Beach, nearest to the village of East Hampton, is a gorgeous wide clean beach facing the Atlantic ocean. Facilities include restrooms, lockers and a snack bar. During the summer months, swimming and surfing are popular. It's still very cold, so a quick dip is about all you'll manage. There's normally a lifeguard on duty to keep an eye on you.
Weekends can be very busy, so if you want to escape the crowds of Main Beach, a mile west is the beautiful Geogica Beach, in front of Georgica pond (see 3rd photo, which shows the inlet to the pond). Here you'll find a near empty expanse of glorious white beach backed by tussocky sandbanks.
Away from the beach, be sure to spend some time in East Hampton, a village with a long and rich history. Favorite sights include the 18th century working windmills dotted along Main Street, and Town Pond with its flock of swans.