Regardless of where you’re coming from, you have to get to Route 27 East, also known as Sunrise Highway or Montauk Highway since it’s the only route in and out of the Hamptons. It goes through all the villages all the way to the end of the island. By car take the LIE I495 going East to Exit 70 – Eastport, Manorville (about 65 miles from New York City)
At the end of the exit ramp, turn right on to Route 111 South until the end (4.5 miles). There’s a Mobil station and a Seven-Eleven for refueling. Turn left on to Route 27 East (Sunrise Highway). As you continue East, the 2 lane highway becomes one lane as it goes through all the villages, beginning with Southampton, through Watermill, Bridgehampton, East Hampton, Amagansett, Montauk. Total distance from New York City (Manhattan) to East Hampton Village is approximately 105 miles.
The Hampton Jitney is by far the most popular and most enduring bus line. There are severla stops in NY and all of the villages in the Hamptons. The buses are very comfortable, with luggage racks, air-conditioned, tray tables and they serve refreshments. Prepay on the internet and the cost is $28. On-board you will pay $33 each way.
The Amabassador Service (slightly more expesive than the main bus service, is equipped with plush extra wide seats, and electric power outlets for your laptop. Tickets are approximately $35 each way and if you plan to make the trip often enough, you can buy a book of tickets at substantial discount.
By train, the Long Island Rail Road connects Manhattan to Montauk. Their Cannonball service is direct with no stops before the Hamptons. Very luxurious cars with typical amenities such as luggage shelves and a bar. Tickets are $17 one way. Reservations are highly recommended to guarantee seats.