I've been scoping out some fun drives on Long Island and I found that the north shore by the Nassau/Suffolk border has some great roads, around the towns of Oyster Bay, Syosset, Cold Spring Harbor, Huntington, Northport, etc. Lots of very hilly, winding roads, few stop signs and cross streets. Most of these roads have sparsely placed houses with long driveways (rich bastards), so there's barely any pedestrian traffic and the traffic is very light at night. I generally don't see too many cops around, they're mostly on the main roads.
A fun little road I just stumbled upon is Rte. 108 (Harbor Rd.) in Cold Spring Harbor. It shoots through a little valley along an inlet right on the Nassau/Suffolk border. Stillwell Rd. is another fun road right there. You can get there by branching off from Rte. 25A, or turning north onto Woodbury Rd. from Rte. 25. Just watch for oncoming traffic