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Sayville Ferry Service (631-589-0810) boat chugs south from the Sayville ferry terminal out toward Fire Island's
Cherry Grove community. The company offers regularly scheduled ferry service from Sayville to both of Fire Island's main gay communities, Cherry Grove and the Pines. This is the primary manner in which most visitors to Fire Island get here, and the service is economical, reliable, and actually pretty fun (there's always a festive vibe aboard these boats).
Detailed schedules (to both Cherry Grove and The Pines) and fare info are posted on Sayville Ferry Service's website, and there's also information about reaching the ferry terminal from New York City via Long Island Railroad (this is an especially convenient and affordable way to get here, as ), and directions for getting to the ferry, at 41 River Road in Sayville, by car (there's a long-term parking lot across the street from the terminal, and the charge is $6 to $7 per day, depending on the day of the week).
Fire Island Q News provides an excellent, detailed overview of getting to Cherry Grove and the Pines by ferry, including specifics on reaching Sayville by car and by train.