I agree with WanderingStar that you shouldn't discount small keelboats.
The western part of Long Island Sound has good access to open water, predictable winds, negligible tidal currents. Convenient travel can be important, too. If you don't want to be automobile-bound, consider the Long Island RailRoad to Port Washington or MetroNorth to New Rochelle or Mamaroneck.
The New York Sailing School
iin New Rochelle could be an option. They use Sonars for instruction and rental to their graduates.