It’s a great time to catch dazzling performances: Chinese classical pianist Wynona Wang (Parrish Art Museum, May 12); Hamptons Jazz Fest presents Belgian soprano and tenor saxophonist Robin Verheyen Quartet (Southampton Arts Center, May 13), and Richard Thompson, who’s listed on Rolling Stone’s “Greatest Guitarists of All Time” (Westhampton Beach Performing Arts Center, May 19). 279 Montauk Highway, Water Mill, N.Y., 11968. 25 Jobs Lane, Southampton, N.Y., 11968. 76 Main Street, Westhampton Beach, N.Y., 11978.