Milos has more variety in its coastline than almost any other Cycladic island, and that variety comes directly from its volcanic geology. The north coast is dominated by pumice — the pale, porous rock that gives Sarakiniko its alien white surface. Elsewhere, iron oxides stain the cliffs red and orange, sulfur deposits leave yellow streaks across the rock faces, and ancient lava flows have created formations that look nothing like the typical Greek beach. No two stretches of coastline feel quite the same.
The best beaches are scattered around a largely roadless coastline, which means you need either a rental car or a boat to reach most of them. A boat is better — the sea caves and coves that make Milos famous are simply inaccessible by land, and the island's boat tours (departing from Adamas harbour) are a genuinely excellent way to cover the highlights in a single day. Tsigrado requires a rope descent; Kleftiko is boat-only; Sikia cave is accessible only by swimming through a sea arch. The effort is always worth it.
The south coast beaches, including Paleochori and Provatas, are more sheltered from the summer meltemi winds that can whip the northern shores into choppy disarray in July and August. Paleochori has the added curiosity of volcanic hot springs seeping up through the sand, warming the shallows to an unexpectedly comfortable temperature. If you are travelling with children or simply prefer a calmer experience, the south is the better choice.