The main Gay Pride event for the large and well-connected LGBT community throughout Long Island is Long Island Gay Pride, which comprises the 23rd Annual Long Island Gay Pride Parade and Festival, held in the town of Huntington on Saturday, June 8, 2013.
The the Long Island Pride Rally Parade & Festival in the Park takes place in the town of Huntington, which has direct service to Manhattan via Long Island Railroad (it's about a 70-minute train ride from NYC's Penn Station). The Pride Parade begins at 1 pm and runs south along Huntington's New York Avenue and then east along West Main Street to the site of the Long Island Pride Festival, Heckscher Park (at Main St. and Prime Ave.). The festival takes place from 2 pm until 8 pm and is free of charge and lasts throughout the afternoon - there's entertainment, food vendors, a community fair, and kids' areas.
Note that it's just a 25-mile drive to Huntington from Sayville, home of the ferry service to the hugely popular gay resorts towns of Cherry Grove and the Pines on Fire Island. So if you're out on Fire Island at this time, consider heading over to Huntington for Pride.
Additionally, plenty of gay-popular restaurants, hotels, and shops will be extra busy during the weekend, and catering heavily to LGBT visitors. Check local gay papers and resources, such as the Columbia Fun Maps guide to Gay Long Island. Also take a look at the travel site produced by the region's official tourism organization, the Long Island Convention & Visitors Bureau.