There are similarities between Milos and Thira (Santorini), in that both are volcanic.
Milos is only now becoming a touristic island, with most of the easily accessible beaches now with rooms establishments or hotels.
Milos has a spectacular harbor, adorned with fascinating rock formations, chapels, islets, seaside villages, some nice rolling countryside, fijords, castles and caves, and and excavated site with ruins of three superimposed cities dating from three different eras, comprising a rather long list of attractions for the visitor.
The island was known in antiquity for its obsidian, prized for its hardness for tools, and other mines on the island yielded perlite, sulphur, barium, kaolin, alum and bensonite. It ancient site at Phylakopi , founded by either Phoenicians or Cypriots, is well worth exploring. The port of Adhamas (Adhamandas to the locals), is appealing, with a marble pedestrian walk, but rather un-Cycladic in appearance. Churches in the port boast pebble mosaics, and one of them a clocktower. A spa with hot mineral baths is found in a cave west of town. A campsite is found near sandy Hivadholimni Beach, and there are other sandy beaches along the huge bay, some with salt marshes, one with a saltwater lake, and another with a lagoon.
The island capital, Plaka, is inland and 4 km uphill (about 2.5 miles), where the Archaeological Museum is located, as well as the Museum of Popular Art, and there is a Venetian castle with a huge chapel, high up on a volcanic rock, the outer castle walls formed by houses.
Trypiti village is quite attractive, with some rooms and tavernas, and one can walk from it along a cobbled path to the harbor. The excavated site at Klima, south of Plaka, has 1st century AD catacombs were 5000 were entombed in wall niches.
The site of ancient Milos has massive Dorian walls and a well preserved Roman amphitheater. Klima is a lovely fishing village with boathouses and and taverna (but no beach, alas). Arkoudhes Beach (The Bears) gets crowded in summer, known for its striking rock formations in orange and white; on the way to it are villages dug into the cliffs.
Hot springs bubble up on the beach not far from the Kanava junction near the airport;the old medieval capital is at Zefyria, which has a grand 17th century church, and to its east is Komia with ruined Byzantine churches. There are three coves at Paleohori beach, one with steam vents. Early Christian reliefs are found in a medieval chapel near Provatas.
The island summit is found on the amost uninhabited southern peninsula of Milos, Halakas, as is the monastery of Sidherianos, and there are three very wild beaches as well. Milos' windy north coast has few inhabitants though the lovely fijord of Papafranga and its sea caves are quite beautiful; Phylakopi site is located beyond it (see above), with three layers of Neolithic settlements.
Mandhrakia is another lovely cove with boathouses and a white chapel; Sarakiniko has an inlet with a café. Windsurfers flock to Pollonia, which has a center for enthusiasts and many rooms; nearby Voudhia beach has hot springs. Boats leave from here twice daily in season to Kimolos, the smaller volcanic island off the coast of Milos, which, though mostly barren, has a fertile area with 1000 inhabitants and a beautiful Cycladic Hora with one of the best preserved 16th century castles in the Aegean, fine churches (17th-19th centuries), an archaeological museum, wheat grinding windmill, affordable rooms, tavernas, and good beaches, some of which are visited by nesting loggerhead turtles, and from which monk seals have been seen. Rare plants and lizards, and a 16th century castle to walk to on the summit are all among the surprisingly long list of charms offered by little Kimolos.