Delos is a place you don't wan't to miss if you are exploring the Greek islands. The entire island is a UNESCO World Heritage Site. Quoting from the UNESCO web site:

"According to Greek mythology, Apollo was born on this tiny island in the Cyclades archipelago. Apollo's sanctuary attracted pilgrims from all over Greece and Delos was a prosperous trading port. The island bears traces of the succeeding civilizations in the Aegean world, from the 3rd millennium B.C. to the palaeochristian era. The archaeological site ... (more)