Finikia is a beautiful area with cobbled streets. Be prepared for steps and hills, but always worth the effort. The villa as spotless and the rooftop had great views over the sea while you eat breakfast or enjoy the pool/loungers. Oia was a 15-20 min walk away but an easy to follow path which was mostly well lit. There is a main road route which is fully lit, turn left out Finikia carpark and head up the hill then turn right.
It was a great base to move about from. Would recommend an ATV or car for exploring freely. But the guys were great at helping with the bus and taxi situation too.