I haven't been to clam pond, but in general there isn't much in terms of protected anchorages at Fire Island. If the wind is from the south you're generally well protected anchoring on the bay side of the island, but if it swings around to the north you're completely exposed. Also towards the west side of the island as you get closer to the inlet, there are strong tidal currents and a lot of boat traffic so it's not a good place to anchor generally.
Besides the clam pond option, you also have the 2 national seashore marinas, Watch Hill and Sailor's Haven. Watch Hill is much bigger and generally easier to get a slip, both are very nice beach spots, have bbq areas, nature trails, snack bars, and are about a 1/2 mile walk to the nearest towns. Watch Hill also has a restaurant right at the marina. Last year the rate for each was $1.75 a foot per night. You can also anchor outside of either marina and swim or dinghy in to the beach. Watch Hill does not have a dinghy dock, at one time Sailor's Haven had a spot where you could leave your dinghy but I'm not sure that's still the case.
If you're looking to be right in one of the Fire Island towns there are marinas at Ocean Beach also. I haven't gone there in years so don't know the current rules or rates. These are closer to a channel and you get more wave action from passing boats.
John