Walt Whitman Mall (yes, after the poet) is about 10 minute away. Walt Whitman's poetry in the shape of leaves decorates the outside. It's located in the town of Walt Whitman's birthplace, so its not that random. It's a small mall, but its got great stores.
Smithhaven Mall (15 minutes away b/c of traffic) is located exactly on the dividing line between Smithtown and Brookhaven (get it? Smithhaven?). I don't like this mall.
Roosevelt Field is about 20 minutes away, and its one of my favorites. It is located on a field where some of the first flights in the United States took off. Awesome mall.
Americana Manhasset (or The Miracle Mile

) is five minutes from Roosevelt. This is the mall you go to if you want to feel poor. Tiffany and Co, Burberry, Louis Vuitton, Prada, Fendi...etc. Still, its a personal favorite if I have money saved up.
Errr can you tell I like to shop??

And this isn't including the best shopping source, NYC.