The village is part of posh Southampton Town. But Gerard Mangusso, who owns Water Mill Wines and Spirits on Montauk Highway, says, "Water Mill is . . . the un-Hampton. It's not glitzy, it's not fast-paced."

Celebrities like supermodel Christie Brinkley and actor Alan Alda own vacation homes in the community. But they do not come to Water Mill "to be seen as many of the famous do in other parts of the Hamptons," Mangusso says. "They come to escape the rigmarole of celebrity life."

Religious pilgrims also seek escape at the Siena center on Montauk Highway, better known as Villa Maria. The 1888 Queen Anne-style mansion, with its neoclassical columns and porticoes, is a stunning sight, and it is perhaps Water Mill's best-known landmark.