Take the Manhattan-bound E train at the Queens Plazastation below-ground.
Penn Station New York City.
Probably around $14-15
You take the LIRR (Long Island Railroad) from New York Penn Station to Ronkonkoma. See the Related Link below for LIRR schedules and fares.
You can take the LIRR (Long Island Railroad) from Penn Station to Greenport. From the Greenport Station, you can take a taxi to the North Ferry, and take the North Ferry to Shelter Island. See the Related Links below for information about the LIRR and the North Ferry.
Yes. Penn Station is the only Amtrak station in New York City.
From JFK, take the "Air Train" to Jamaica Station. There, you can catch the LIRR (Long Island Railroad) into Penn Station in Manhattan. From Penn Station, you can catch an Amtrak train upstate to Albany.
Technically, JFK is on Long Island. so once you land you are already there. Nassau and Suffolk counties are considered by locals as "the island", even though Queens and Brooklyn (part of New York City) are on Long Island. To get to Nassau and Suffolk counties, take the JFK AIR Train to Jamaica Station, Transfer to the Long island Railroad. You can also take the LIRR to Penn Station in Midtown Manhattan.
Pennsylvania Railroad Station located in New York City.
You can take the Babylon branch of the Long Island Rail Road (LIRR)from Penn Station (at 34th and 7th) to the Freeport Station and take a bus to Jones Beach. You can also take the LIRR to the Hamptons.
Long Island Railroad - there is a schedule on race days http://mta.info/
Penn Station, in central New York City.
The LIRR (Long Island Railroad) stops at Freeport. It would be a shorter trip if you could board the train at the Hunterspoint Station in Queens, but I guess the LIRR does not run from Hunterspoint to Freeport, because when I entered it into the schedule finder, it said that, "This station combination is invalid." So I guess you have to start out from Penn Station. For subway directions to Penn Station, please ask another question, i.e., "How do you get from [insert address here] in Brooklyn to Penn Station?" See the Related Link below for schedules and fares for the LIRR.