Cor-J in hampton bays. This is the best fish market on LI hands down. They usually have only two types of oysters though....an east coast and canadian. Both are delicious.
I eat raw with a mignonette of sushi vinegar, a drop of sesame oil, sugar, minced shallot and cucumber chilled. YUM!!
I'll try to give you one in every town:
Brewsters in Hampton Bays.
Mastic Seafood in Mastic (and they will have the best price).
Stuarts in Amagansett.
Clamman in Southampton.
Claws on Wheels in Easthampton.
Duryea in Montauk.
St Peters Catch in Montauk.
All are open now and have excellent seafood.