by local bus, taxi or car by mindcrime
There are several buses that connect Mykonos town with the beaches (like Paradise, Super Paradise, Platis Yialos etc) many time each day till midnight. The bus station is at Hora, in fact don?t expect any bus station, you will see the buses parked all together next to a square :) There are also some taxis but sometimes you will have to wait long enough for one to come.
Alternative you can rent a car or a bike and things will be better for you. There are many companies, ask some of them for prices etc (usually around 50 euros per day)
