There is a very good cruising guide for Peconic bay here:
The Boater's Cruising Guide for Eastern Long Island, NY
I have personally been to Orient, Greenport, Shelter Island, and a few others. Do Not go to Orient By The Sea. The people are very nice but the place is tiny and I could barely turn my 35' around. In Greeport I like the Townsend Manor Inn. The marina is small but walking distance to town. The harbor (stirling basin) is quiet, unlike the town marina (which is nice, but exposed and affected by the ferry).