One of my favorites is the Shelter Island Loop, 24 miles or so.

Take the ferry and once in town keep to your left and ride any road you see. Especially do the out and back to Rams Island as well as exploring the area around Peconic Ave.

You can get a street map from the visitor center to the left as you come off the ferry.

Here's a good loop on MapMyRide - http://www.mapmyride.com/routes/view/23138522

Note that this is a leisurely ride, kind of hard to hammer this. If you want faster, do Rt 25 and Middle Rd. as well as any roads along the north coast. You can get quite a bit of mileage in out here and traffic is not terrible.

SB