In many ways, the Village of Sag Harbor is worth emulating. It has retained much of its character through a fortuitous real estate market and strict rules about historic buildings. Regulations about what can be put where might vex property owners, but the result has been an enduring charm — one that property owners have been willing to pay dearly for. That message apparently did not penetrate the minds of the village’s fire wardens, a group who oversee the Fire Department, who voted in May to install a garish illuminated sign in front of the firehouse, on Brick Kiln Road.