Kokinokastro isn't much of a beach--there's no taverna, and the water's edge is very rocky. It's very secluded, though, and a nice way to get off the beaten path.
5 of 5 stars
There is one guaranteed way of losing the crowds on Mykonos: head for the water.
The waters around Mykonos are really clear and are full of a variety of colorful fish.