Aliki is one of Thassos's strongest combinations of beach and archaeology: a small peninsula with ancient marble quarry remains, early Christian ruins, and bright coves on either side. The setting makes the history easy to read, because the quarried stone and sea are still right beside each other.
Come early in summer if you want the site before the beach crowds arrive. Even a short walk around the peninsula gives you more than a swim stop, with carved rock, foundations, and views back across the water.