At the juncture of the west and north coasts of the island, Houlakia Bay overlooks the strait separating Mykonos from nearby Tinos Island, and is most well known for the round pebbles and rocks lining its shores. This is one of the quietest beach areas of the island and the least developed, yet it is only four kilometers from Mykonos Town. If you rely on public transport and are not staying at a hotel with mini bus service, then you can make the short walk to Ag. Stefanos and catch the public bus to town.
As you are close to the nearby island of Tinos, you can enjoy magnificent views toward it. If you are the "walking" type, you are bound to be tempted to visit the Fanari Lighthouse guarding the Strait. You reach there after a somewhat steep uphill half-an-hour trek. If nowhere else, here forgetting your camera would be a crime!
Speaking of crime, please do not be tempted to take souvenir rocks from Houlakia Beach. It is protected by law, and the law is enforced.