We definitely want people to be comfortable but we don't want people to err on the side of being too casual. Montauk is by nature a casual town, but Gurney's is a top-notch resort so we want people to dress for the occasion. Immediate family will be in some sharp looking suits and fancy dresses. For the gents we suggest a suit or jacket and dresses for the ladies, open to your own interpretation of course. Shy away from shorts, jeans are not acceptable, and opt for button-downs over polo shirts. There will be an ocean breeze and temps in the upper 60's so no one should be too warm. Rest assured that ladies will want to bring a light wrap or cover-up for later in the evening. The ceremony itself will be right on the beach so if you want to kick off your shoes that is just fine. After the ceremony you will climb stairs to the sun deck for the cocktail hour and then enjoy dinner and dancing within the big ballroom so you will need comfy dress shoes for that. We will be at Gurney's until 9:00pm at least and the temperature will definitely drop after the sun sets. Montauk evenings are breezy and cool, especially if you want to go back down to the water's edge for some fresh air.
As far as what to bring for the rest of your time in Montauk we tend to bring a lot of layers. Tourism aside Montauk is a low key, casual fishing town. Locals and weekenders alike will tell you that Montauk is not "The Hamptons", it's less pretentious and a bit more honky tonk. Days will be warm and the ocean temp will still be tolerable so not a bad idea to bring your bathing suits. We figure it will still be shorts and T-shirt weather but it's always worth checking the forecast as it can be variable out there. In case of some showers or overcast days a light windbreaker or waterproof jacket can be really good to have. Nights can get cool enough that you will need a pair of jeans or long pants, and a cozy sweater or sweatshirt. Most restaurants are casual, some more like dress casual, so not a big deal if you want to go out on the town.
Hope this helps.