My decision to stay on a boat in Mykonos was the best decision I've ever made. The boat is docked at the new port, that means, Sea Bus (3 mins walk from the boat) to the heart of Mykonos (old port) would take 15 mins and €2 one-way. That's quite handy if you don't want to drive on narrow and congested streets of the Island. The boat itself was very clean. Yanis came to the airport at 5am for pickup and allowed check-in at 6am, which was very kind of him. Both guys are very friendly and hospitable. They've made us delicious greek yogurt with fruits and omelette for breakfast. They were very attentive to our needs and gave us local guidelines.
I would highly recommend you to stay on the boat in Mykonos and enjoy the experience of a lifetime.