"There is a longtime love affair with Italian food in the Hamptons, but even the most well-heeled diners have been balking at high prices. Head a little west to Hampton Bays and costs are a bit gentler at this popular spot where a large chunk of wild salmon is $35; and shrimp Francese with parmesan risotto or veal sorrentino with prosciutto, mozzarella and eggplant are each $39. Sunday nights are particularly fun, when a pianist croons to Sinatra tunes." - Beth Landman