My personal favorite is the bar/club Caprice, where all are united in their mission to just have fun, no judgments, no agenda; the barmen are as much into the music and dancing as the customers (they'll readily pour free shots of jelly liqueur).
Tip: At Caprice, many a first-timer falls into the area where the bar stools are, set one step down from the rest of the floor, so tread carefully.
Where to stay: Hotel Kivotos, on Ornos Bay, is removed from the hubbub, set on a hill with steps down to a peaceful rocky beach, and is an ideal refuge to refuel and recharge.
The cool rooms have clear Lucite chairs, LED lights in the floors (sounds tacky, but looks appropriately festive), a pool with a small circular bar, and most importantly, an energetic, attractive young staff that will give you the scoop on the best night spots.
Hotel Kivotos, Ornos Bay, 84600, Mykonos; +30 22890 24094; doubles from $590
Best traditional village life: Naxos
The largest island in the Cyclades has a string of swoon-worthy beaches on its west coast, a Venetian castle in its main town, some interesting ruins and great local produce and dairy.
But what sets it apart from the other islands are its traditional villages.
When you leave Chora, where the ferries berth, the pull of village life is evident -- note the sign at the outskirts of town that simply reads "Villages."
There are 46 of them on Naxos, some miniscule, but all a window into traditional life. Each has a bakery or cafe, a village square where old men with sun-creased faces sit around on tables drinking coffee and trading stories and an immaculately preserved church or two.
The hamlets are tucked among the hills and the switchback road that crisscrosses the island.
Kinidaros is famous for its bakery (the best on the island, the oven fired by wood) and musicians; Chalki has the excellent artisanal jam shop Era; locals come to the cobble-stoned street Apeiranthos to eat the crepes at Samardako; Keramoti sits in a valley, seemingly cut off from civilization, but it's also the base for hikes to Routsouna waterfall.
Since most tourists don't venture inland, the villages haven't succumbed to money-grabbing gimmicks.
Where to stay: Set away from the coast, Naxian Collection has good views of Chora, a handful of typical Cycladic white cubist villas with private pools, an on-site organic garden with fresh strawberries and breakfasts large enough to keep you going all day.
The likeable owner Ioannis Margaritis was born and raised on the island, so he knows everything about, and everyone on, Naxos -- literally. If you're lucky, he'll take you to a barbecue at his friend's house in one of the villages.
Naxian Collection, Stelida, Naxos; +30 22850 24300; doubles from $325
Best kiteboarding and windsurfing: Paros
The constant wind on Paros is evident as the ferry approaches the island -- you can see giant turbine fans steadily cartwheeling on the north coast.
While Paros might be as cosmopolitan at Mykonos (without the Louis Vuitton and Diesel stores) and pretty enough to attract Hollywood royalty (Tom Hanks purchased a house in the neighborhood, on sister island Andiparos), the real draw here is the force of nature.
During the summer, the Meltemi winds blaze down through the Aegean, supplying welcome breezes for beachgoers, but also creating conditions ripe for windsurfing and kiteboarding.
The winds peak in intensity during July and August; the five-mile channel that divides Paros from its neighbor Naxos funnels the Meltemi to glorious effect.
The main beaches for the sports are Pounda on the west of the island and Santa Maria, Golden Beach (Chryssi Akti), and New Golden Beach (Nea Chryssi Akti) on the east (New Golden Beach's winds are so reliable that The Professional Windsurfers Association held its World Cup there for six consecutive years in the 1990s).
For newbies, mornings are the best time to learn, when the wind is steady but tame. By early afternoon, when the gusts pick up and continue till dusk, pro boarders and windsurfers skim and bounce along the water.
Established operators include Paros Kite Pro Center, Force 7 Paros, and Paros Surf Club.
Visitors should time their visit around the island's most important festivity, on August 15, celebrating the Virgin Mary's ascension to heaven and culminating in a giant fireworks display mounted on boats in the bay of the port town Parikia.