Your choices will highly depend on the island since all have distinctive features to offer but will be surely chilly due to the northern summer winds called ‘Meltemi’.
Mykonos, famous for only its limitless nightlife, can offer a lot more such as a visit to Delos -the core of Cyclades- or a day full of pampering at one of the world-famous beach clubs. On the other hand, Santorini can offer swimming in its dark colored volcanic beaches and a priceless sunset during a catamaran ride.