This lovely, 1,400-seat outdoor concert venue on the bay, part of a Shelter Island resort, has been a local favorite since 1982. Taking the palm tree-framed stage from April to October are big names in rock, jazz, folk, blues, and comedy; recent performers include The Cult, Willie Nelson, Bryan Ferry, and Jim Gaffigan. A soft sea breeze and a golden sunset can go a long way in distracting you from the tight, not-so-comfy seating. Dinner/lodging/concert packages are available, but can get pricey. A cozy lounge within the hotel called Humphrey's Backstage Live offers a steady lineup of Southern Californian bands.