By ship
From the Greek mainland ferries and highspeed catamaran services (http://www.ferries.gr/booking/) run daily from Piraeus, Rafina and Lavrio. Ferrys operate to all the islands in the Cyclades, some of the larger islands also have a highspeed catamaran service. Ferry trips are four to five hours to the closest islands Kythnos, Syros, Tinos, Mykonos and Sifnos and from eight to ten hours to the furthest Santorini depending on the number of stops. The highspeeds take half the time but cost twice as much. There are daily ferries from Pireaus to all of these islands, with the exception of Kea and Kythnos which you get to from Lavrio and Andros which you get to from Rafina.
Many travelers probably consider Rafina not a possible departure port if they are heading to one of the Cyclades, but if you are arriving at the airport of Athens, you are often better off taking a ferry from Rafina than traveling to Athens and get a ferry from Piraeus.
Many boat services stop working by end of October and resume by April. Check with the operator before making departure plans as the services are subject to delays and cancellations in adverse weather.
Hellenic Seaways
There are two fast car ferries Nissos Mykonos and Nissos Rodos in addition to the high speed catamarans Highspeed 1, Highspeed 4, Highspeed 5, Highspeed 6, Flyingcat 3 and Flyingcat 4 " (http://www.hellenicseaways.gr). "Deck class" is a cheapest way to go around the Cyclades, you can sleep outside, on the deck.Hellenic Seaways Express Apollon
Really old-fleet boats. Consider flying instead, even if it costs times more. Distinguished Class: first few cabins are really shaky and hard-to-sleep in; too intensive conditioner in saloon. Take your tickets if you go to DC-saloon, other-class passengers are not allowed there. In Piraeus, the boat is ready for boarding 2 hrs before departure time. While in the port of Piraeus, you may leave luggage in your cabin in the port.Hellenic Seaways Highspeed
Bright red Vodafone-logo boats; most popular and recommended sea transport, at least to Santorini.Blu Star Ferries
They operate BlueStar 1 & 2 , Blue Star Paros, Naxos and Ithaki from Piraeus plus Superferry I from Rafina (http://www.bluestarferries.gr)Aegean speed lines
The 3 Speed Runners are high speed ferries (http://www.aegeanspeedlines.gr) operating from Piraeus to most of the Cyclades islands.Seajets
SuperJet (http://www.seajets.gr/) departs from Piraeus: Milos, Folegandros, Syros, Santorini, Koufonissi, Amorgos. SeaJet 2 departs from Rafina: Tinos, Mykonos, Paros.