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Everything from kayaks to luxury yachts ply the protected bays that lead out to Long Island Sound.
At the Sag Harbor Sailing School, a sailboat rental runs from $225 for a half day to $275 for a full day, excluding the captain's fee. Two-day introductory sailing courses are offered on weekends; tuition is about $450. More-advanced courses also are available. Hidden Cove Marina, Noyac Rd., Sag Harbor, NY, 11963. 631/725–5100.