Purchase Street in Rye
It really depends on what kind of lunch you're seeking.
Ruby's Oyster Bar is generally very good - nice menu although I did get an incredibly overcooked - almost inedible burger last visit despite that I ordered it medium - but still, generally very good. It can be insanely crowded though. Moderately pricey - not over the top but not a bargain either. Comfortable and warm, ladies who lunch along with business people.
Also the Rye Grill and Bar which is not directly on purchase but just around the corner off Purdy next to the train station is good and particularly good if there are kids involved as they are very accommodating. However, if you don't have kids with you, you might not appreciate everyone else's. Also, can get pricey but cozy pubby atmosphere.
Not sure if Water Moon is open for lunch but worth checking too. Quite pricey and more of a scene at dinner. Not sure about lunch.
Well, this is Rye so everything is a bit $$$ but those would be top three to choose from depending on your mood.