I listened to the one on Wikipedia, and it sounds similar to what I remember, but I don't know what else to compare it with--are there other species whose songs I should check out?

but there are a few. The other most likely candidate, if a sandy area, would probably be G. firmus, but I don't think that's what he is, and it is perhaps a bit far north. There are also several Ground Crickets and assorted other types that sing, but most don't sound much like G. pennsylvanicus.

You can listen to a lot of different species at the "Singing Insects of North America" web site. They have songs recorded for most of the Crickets and Katydids in North America (north of Mexico) and also for a number of the Cicadas. A song of G. pennsylvanicus is here

I happen to have a copy of C. W. Johnson's (1930) A List of the Insect Fauna Of Nantucket, Massachusetts checked out from the library right now, and the only Gryllus species listed is G. assimilis. No reason to assume that's the only species there, but it's at least another species to consider. Nantucket is entirely sand and is the northernmost location for a lot of southern species, such as the redlegged purseweb spider. Too much time has passed now for me to remember exactly what the song sounded like; it was certainly a classic cricket chirp like that of G. pennsylvanicus, but listening to the G. firmus song, it could just as easily have been that.

G. pennsylvanicus from G. firmus reliably either. As for G. assimilis, it won't be that. There was a phase when ALL of the Gryllus were lumped under that name, and it caused a lot of confusion by allowing for about 40 or 50 years of everyone just lumping everything into a muddled up mess. People are again starting to realize the differences are real, and the mega-lumping phase seems to be over. G. assimilis is tropical, and shouldn't be found so far north (unless perhaps escaped from a pet shop, but they usually don't breed it in the U.S. for that use - they do so in Europe though). It has a very distinct "metallic" sounding song, and it looks pretty different from yours. G. firmus would usually have a more pubescent pronotum and a smaller head, and probably a lot more light coloring, but it is very closely related to G. pennsylvanicus (they sometimes hybridize where they meet!). Luckily some species can be eliminated from consideration because they are mature in spring only.