Sakonnet Vineyards in Little Compton, RI is a great place to go for a picnic and wine tasting. This winery is located down a winding road off of the main road, and is easy to find. The wines are pretty decent, especially for Rhode Island, and most of the grapes are grown on site. In the summer, they have a little counter that sells cheese platters and sandwiches, and you can eat at the tables around the lawn.
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