I'm no expert, but so far based on what I've learned/done:
North Shore of LI (various stretches)
Jones Beach
Sandy Hook
I've ridden a stretch of the North Shore near Huntington/Northport. It was a blast. Not in an "adrelanine-rush" way like you get tackling a narrow technical trail, but in a "man-it's-great-to-be-alive" way. The bikes can handle everything from water's edge wetpack, to mid-beach hardpack, to upper beach sugar sand, though the wetpack and sugar sand do take some steady pedaling. I haven't done the Hook yet but am trying to find a window to do so. If you want to join me, let me know, we'll find a suitable day.
I prefer spending time along the bay side west of the Hook as it's a little more interesting than just banging out miles in the sand. There's rocks and stream crossings and such that give it a more mountain biking feel. And there isn't a continuous stretch of beach so you have to find ways to get around which brings out a cool explorer aspect. I've ended up in people's back yards...
this Sunday,my wife rode on the beach, Sandy Hook, for first time and told me "you need to build fatty so we can ride more" well, she doesn't know that I almost have one finished.