We stayed 3 nights at Apostolis Windmill which is located in a quiet village, approx. a 10 mn bus ride away from Mykonos.
The service was great - our host was very kind and responded promptly to our requests. She picked us up at the port when we arrived without any additional charge and drove us to the airport, again without any additional charge, on the day we left. She kindly arranged for a taxi to come and pick us up one early morning when we wanted to go diving on a distant beach. Cleaning was done daily in the room. The only (minor) painpoint is the shower which is very small and has a short shower curtain which makes it difficult to not let water run out on the ground and no shelf in the shower itself to leave the soap and shampoo on while showering.
We'd come back to Apostolis Windmills if we ever went back to Mykonos again.