It's easy to assume that the Hamptons are as compact as their name, when in reality the area's larger than 17 countries (and just try getting a lobster roll in Liechtenstein). For an adventure that'll help you take in the whole damn thing, hit up Peter Greene's Aero Tours
A solo commercial pilot since '66 -- he's that guy who sky-towed the always tempting "2-4-1 Ladies Night" ads -- Greene will take you and one other passenger (two if they took bikini season seriously) on a sweeping tour in his Piper Cherokee 140, lasting from 30 minutes to two hours, thus avoiding the infamous perils of the three-hour tour. Taking off from East Hampton Airport, you'll perform fly-bys of the villages (East Hampton, Sag Harbor, Southampton...), then provide a fresh vantage on classics from the Montauk Lighthouse to the Shinnecock Canal from 1,000 feet, from which height the white-pantsed people below will look like a pale species of ant, capable of lifting 1/20th of their own body weight! The tours can also fit in some highlights you might otherwise miss entirely: Shelter Island, the surfers at Ditch Plains, and the beach estates in East Hampton and Southampton -- buzz Billy Joel's pad, and you'll give him a heart attack-ack-ack-ack.
The tours are $90 for the half hour, $170 for the hour, and $340 for two hours -- enough time to truly explore the Hamptons, or ride a Big Wheel around Andorra.