Caffrey House 2 Squires Ave, East Quogue, NY11942 The Caffrey House is located on on the Shinnecock Bay in the world-famous Hamptons area. This bed and breakfast offers…More affordable rates all throughout the year, has beautiful views of the water and is in close proximity to the nightlife of the Hamptons. Guest can arrive by car or boat as Caffrey House has a dock in the back of the property. A small bar is also on the premises, and rates are reasonable. It offers entire summer packages as well, spanning from Memorial day to Labor day.