Santorini’s streets sag with admirers, but on Folegandros, a nearby island in the Cyclades, you’ll find similar architecture—streets paved in slate, whitewashed buildings decorated with colorful flowers, the occasional Greek Orthodox church with a bright blue dome—without the crowds. For a secluded swim, trek to Katergo, a sheltered stretch of beach where gentle, emerald-blue waves lap the pebbly shore.