Where to eat in East Hampton

Heading up to East Hampton this weekend and looking for spots for breakfast, lunch, dinner. Nothing TOO pricey, just great local food. Would love an awesome brunch place with bloody marys. The BF doesn't eat lobster/shrimp (kill me). I know its off-season, so not sure how many places are open. Area: Sag harbor, Mamaronack, East Hampton, etc.

Also, any recs for markets, great cheese shops, etc. are welcome!

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