You might want to go to
www.fireisland.com -- it provides some really useful information. If they list a hotel that sounds like it's up your alley, then I'd try to find it on Orbitz because I just got an email about their hotel fare-matching/lowest-fare guarantee promotion. If they have your hotel you might be able to get a better deal than you would by just calling the hotel, and that way you could get a swanky pampering place for cheaper!
I hear that the shore there is spectacular, and I also heard about the "sunken forest" there that looks very cool. Have fun and good luck!