Meltémi or being in Odyssey's shoes
While visiting the Cyclades, keep in mind that in instances the only way to get to, from and around an island is by the sea (unless you are on Santorini, Mykonos). Thus be prepared that you might be stuck on one of the islands for more than you were planning to. The Cyclades are worst affected by the meltémi (known to old Greeks as the Etesians or regular annual northern winds). They are especially strong in early spring or late autumn. We were “caught” by one of those winds in Syros in the end of September.
Well, it’s frustrating not to be in control of your trip, but it’s not the end of the world. There are a lot of things you can do while waiting: you still can swim in the sea (if you are a decent swimmer), go to explore the part of the islands you haven’t explored yet. If you start feeling pressure, read or recall Odyssey’s journey home - couple days are nothing to 10 years it took him to get to Ithaca :)
On a serious note, if you're heading back to Athens to catch a flight, leave yourself a day or two's leeway. Just in case you are at odds with Poseidon :)
Kini - beware of loud noise from bars
it's got a tremendous view and an ok beach, but kini isn't as relaxing as you may think. two or three bars play very loud music, and as the setting is similar to a greek theatre the sound travels up the hillside.