An earlier version of the USDA's Plant Hardiness Zone Map, created in 1960 and still current in 1990, showed 11 different zones in the U.S. Then in 2012, the United States Department of Agriculture created a new Plant Hardiness Zone Map, which you can see at http://planthardiness.ars.usda.gov/PHZMWeb.
Most of Long Island is located in zone 7, but it's a good idea to double-check by typing your zip code into the National Gardening Association's USDA Hardiness Zone Finder at www.garden.org/zipzone. (You can see the average monthly temperatures and precipitation on the island at Long Island, NY Climate.)
Some gardeners would argue that you can't rely solely on the temperatures in an area, since there are other climatic variables to take into account, including the amount of rainfall in a given season, the humidity in an area and the summer heat. A winter where the snow covers the ground and many plants may have a beneficial effect, and soil drainage or lack thereof is also another critical factor in whether a specific type of plant survives in any given area. So some Long Islanders would advise buying plants that are in zone 6, which is colder than the "official" LI zone 7, just in case we have an extremely cold winter. That way, they believe, these hardier plants will make it through the freezing weather.
In addition, the National Arbor Day Foundation created its own Hardiness Zone Map in 2006, basing their findings on data gleaned from 5000 National Climatic Data Center stations across the counter. If you go to www.arborday.org and click on "Download a high resolution TIF of this map," you can see that Long Island, New York is also in their Zone 7 (10 degrees F through 0 degrees F.) An easy way to find out which zone any given area of the country is in, is to go to http://www.arborday.org/treeinfo/zonelookup.cfm and type in your zip code, and then click on "Look it up."