Places to go on Long Island?

if youre not to averse to taking a train to penn you can visit some pretty good comedy clubs (ny improv is really good), you can walk around st.marx square, china town etc. if u no someone with a 4x4 you can get a beach permit(must apply for one before end of april) and you can drive out on the beach(24 hr access) make a bbq, drink a beer, smoke whatever. by the way would anyone happen to know of a decent head shop?