We have a great time in Mykonos in this beautiful place. The family is really welcome, and they help us with all our questions. They recommend us were to rent a quad, (that is a great idea to explore the island) and some places to go.
If you have time to go to Nicolas tavern, just next door, you must go. They are family too and the people and the food there is amazing too.
In conclusion Ania Anna Paraga beach we recommended.