i know, it sounds like a contradiction. but according to this recent nyt article, there are two campsites worth a look. the first, hither hills, situated between montauk and east hampton, seems preferred, with a "more genteel" crowd (at least when the author was visiting) and a lovely location by the beach. cedar point, located at the northern point of east hampton, is more wooded in atmosphere, and less crowded. either one is close enough to enable visits to the shops and restaurants that make the hamptons glamorous, so you can get a taste of what the high life is like, and then head back to the campsite for some miller highlife, if you are so budgeted. check out the article for more details.