If you like the beach Hither Hills would be good if you could get in there. They usually book up as soon as they start taking reservations for the year.
Theodore Roosevelt County Park is also beach camping but with no hookups and you need 4 wheel drive as you camp on the sand.
I have not personally camped at the two above as we are not fond of the beach.
If you want more of a woodsy feel you could go to Wildwood State Park in Wading River. It is a little further away but a nice full hook up park with reasonable rates. No cable tv though.
Another option would be Eastern Long Island Kampground. A bit more costly but has cable TV as well as a decent store and planned activities. The only problem is that it is on the North Fork and Sag Harbor is on the South Fork.
