Dave, I go to Stew Leonards every now and then. I live north shore suffolk. so it's not that close.
I find there cellar room is interesting (the 6 liter of Opus is funny) but too expensive. The main floor can have some winners in that they get hard-to-get mailer type wineries once in a while like Martinelli, Turley and Loring. They are one of the few stores that offer good Oregon Pinot Noir and Washington wines too.
I buy 90% online (mostly upstate outlets and mailers), but WH Frank in Central Islip is the best store IMO for quality and pricing of good bottles - great for France, and I mean really great. Costco Holbrook Liquors is the best I have seen for mid priced wine.
Oh, and welcome to the board. Good to see another LI wino around here.