I cannot recommend Gemini Caves highly enough! Natasa and Stefanos are wonderful hosts who made our stay so easy - arranging transfers and booking restaurants and tours for us. Finikia is very close to Oia but has the benefit of being quieter and more private, we were so glad to be staying there rather than somewhere busier. The cave house is extremely comfortable and the lounge area and Jacuzzi are just spectacular. We definitely hope to return in the future.