The essential day trip is to Delos, an uninhabited island just two kilometres offshore and one of the most important archaeological sites in the ancient world. According to myth, Delos was the birthplace of Apollo and Artemis, and the ruins include Greek temples, Roman houses, an Egyptian temple of Isis, the famous Avenue of Lions, and a small archaeological museum. Boats leave from Mykonos harbour every morning; the site takes two to three hours to explore.
Other islands within easy reach by ferry include Paros (40 minutes), known for its beaches and the rock formations at Kolimbithres, and Naxos (about an hour), the largest of the Cyclades with mountain villages, Venetian towers, and the iconic Portara gateway.