The main Mykonos attractions are the beaches, where you can sunbathe, relax, snorkel and party. Away from the beach, tour Panagia Paraportiani in Chora, photograph the Windmills, or visit the island of Delos for its archaeological finds. Travelers also love Little Venice for its restaurants, shopping and postcard views. Save some energy for an evening out, as the island has long had a reputation for seaside hedonism.