Milos

These catacombs date from the first to the fifth centuries and are said the be the second oldest in the world (after the ones in Rome). The subterranean caves were used by the earliest Christians as a burial site, and although much of the decoration has been eroded over time, exploring the tunnels makes for a fascinating peek into ancient history.

This is not the beach for those afraid of heights or for those who want easy accessibility. Getting here requires shimmying down a rope on a sloping face of a cliff. The reward for this brief bit of terror is a beach that’s often peaceful and empty, with crystal-clear water to frolic in all day. If cresting the cliff sounds too intense, you can always rent a boat and forget the rope part altogether.

You have to see it to fully understand the wonder that is Sarakiniko beach. In lieu of sand, you’ll find rock formations that look like smooth slopes of cooled white volcanic ash set against the unbelievable blue of the Aegean. There are countless little coves and caves all along this stretch that make for perfect diving and snorkeling. Look for the food truck parked at the edge of the beach, which means you don’t have to leave for lunch.

In the small, rustic village of Pollonia, Milos Breeze stands out for its sleek modernity (we could spend hours hanging out at the infinity pool). Every room has an ocean-facing balcony with a view you won’t ever tire of—and it’s the perfect spot to enjoy the hotel’s stellar breakfast of flaky spanakopitas (pastries filled with spinach and feta), freshly baked bread, and tart, homemade marmalade.

Island newcomers will find Medusa perched above a series of syrmata—the Greek name for the brightly colored fishermen’s homes—locals are already well-acquainted with the place. The cooking is mainly the product of two older Greek women who run the kitchen, and it is good. Smoky mackerel; thick-cut, grilled swordfish steaks; local cheeses; and an especially notable chocolate cake for dessert make Medusa one of the tougher tables to score on the island. Note: Portions are on the larger side so be ready to share. The sound of the water crashing against the rocks below and the breeze sweeping in off the water mean leaving your table is hard, but at Medusa, there are always people waiting.