By plane
MacArthur Airport, 100 Arrivals Avenue, Islip Ronkonkoma, 631-467-3210, (http://www.macarthurairpo...). Connections throughout the country. Delta, Northwest, US Airways, Southwest.
Shuttle service between MacArthur Airport and the Ronkonkoma train station:Colonial Transportation of Long Island 516-589-3500 offers shuttle service between MacArthur Airport and the Ronkonkoma train station LIRR. Departs the train station daily at 5:30am, then departs the airport on the hour and half-hour from 6AM until 10:30PM. Curbside pick up at the airport is directly in front of baggage claim. The shuttle will pick up and drop off at the North Platform of the Ronkonkoma train station. $5.00 per person.
By bus
Long Island Bus has a few routes (http://www.mta.info/libus/) connecting Suffolk County and its western neighbor Nassau County. Always check the schedules as the service may be infrequent.
By ship
There are connections to Bridgeport in Connecticut from Port Jefferson.
There are also connections to New London in Connecticut from Orient Point.
By car
Long Island is easily accessible through the Long Island Expressway commonly referred to as the LIE, Northern State Parkway, and Southern State Parkway all of which run east to west. If you have an address you can essentially find it off of one of these roads.