An all-white city tumbling down to the sea, its four windmills heralding its presence, an old port with a wealth of café terraces, a maze of little streets full of bars and shops, and small churches housing fine icons: the capital of the island of Mykonos is a great place for strolling around, especially in the Alefkandra area, nicknamed Little Venice. Also be sure to head for Matogianni, Mykonos's main shopping drag; upmarket Enoplon Dynameon; and the charming square, Plateia Tria Pigadia, lined with arcades.