Dave's Grill is probably the most classy restaurant in Montauk. It's expensive, but the food is worth it. The grilled quesadilla and the coconut fried shrimp are amazing. Also look for something called a "chocolate bag" on the dessert menu.
I would recommend climbing to the top of the lighthouse at the point. It's a great sight... not something you'll soon forget. There's also a museum on the first floor.
There are some great hiking trails between the camp hero developement and the lighthouse.
I can't tell you anything about the surf you haven't already been told!
Have a good time.