Kiteboarding is the latest thrill seeker’s water sport, and you can catch the wave at Windsurfing Hamptons in Southampton. Sign up for a lesson and you’ll learn how to find a power zone (where the kite catches the most wind). Depending which way the wind blows, you’ll be ripping on any number of bays—Peconic, Shinnecock, Napeague—in no time. Wet suits not provided; $275 for three-hour beginner’s lesson; 1688 North Highway, Southampton, N.Y.; 800-830-6098; w-surf.com. The drive is two hours each way, so Hamptons accommodations are advisable.