Are you coming in via Orient Pt like the ferry does? If so there are 2 parks/beaches nearby, Orient Beach State Park, and Orient Point County Park. I've never been to either as I live in Western Suffolk but I've been out there many times for the Ferry. Orient/East Marion are 2 of my favorite North Fork towns. There is also Cedar Point Park (camped there with my son's Boy Scout Troop a few years back) thats not far by boat either.
In Riverhead there is the Aquarium that is nice if you have younger kids.
In this area be careful with the tides, I'm not sure how much the depth changes from high to low there but where I am its a 6-7 foot difference.
Check out
http://www.mysound.uconn.edu/for real time weather/wave information on LI Sound.....