The yellow boat house in Klima is wonderful - an idyllic view over Milos with the waves lapping up to the house.
The house is equipped with everything you may need, and the roof top is an added bonus which is very private.
A car is needed to be able to access everything beyond Klima, the restaurant by the house is fantastic and there are amazing eateries in Trypiti and Plaka. Make sure you hike up to the ancient amphitheatre too.