In general, you want to get as far away from the city if you want to swim. In terms of Long Island, the closest one beach I'd swim at is Long Beach...although even then, a friend of mine once saw a pork chop floating by.
The beaches in the Hamptons are quite nice. When we're out visiting the family we usually go to Cupsogue Beach in West Hampton, as it has nice and sandy beaches, and used by mostly locals. Unfortunately the little snack hut there caught on fire last year, so Im not sure what the situation is now with that.
The North Shore of long island is really nice too, but a different experience. The water is much calmer as you're on the Long Island Sound instead of the ocean that the South Shore is on. Great place to go kayaking or paddle boarding. Generally, the North Shore is very picturesque and quaint...lots of trees and villages and little inlets.
If you don't mind going further, I'd recommend going out to Montauk or Shelter Island if you're looking for something a little more quiet. Really quaint places with great seafood and good times. The water is a little rougher in Montauk as it's right on the tip of the Island, but not too bad. But Montauk in general is one of my favourite places in Long Island.
The Jersey Shore is pretty much exactly what you think it is. However if you do go to Jersey, make sure to hit up a place called Stuff Yer Face for a stromboli.
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