Some nice walks, interesting local pottery, lots of churches.
Baked chickpeas (Revithia) are a speciality. Some good beaches including the lovely quiet bay at Vathi and the lively resort at Plati Gialos. Like the other islands in the Western Cyclades chain it is very much off the main popular tourist trail because it requires an overnight stay in Athens to get there (or an internal flight from Athens to Milos then a ferry). It is very popular with Greeks in late July and August but relatively uncrowded the rest of the year and great for walking in June or September.