As we had only one day we ended up only at Favignana. The quick ride via ferry boat from Marsala would take you there and then a local bus will take you further to the designated beach.
Again we had a time for only one beach- and since we were with the small kid the bus was our only option- but I saw many people biking throughout the island and thats the way to go there.
Unfortunately I don't remember the name of the beach we went to but it was typical beach- with beach beads, umbrellas - quite crowded in September. There was an option of buying a commercial fast -food and ice cream at the beach.
The guys who work at the beach were very nice not to charge us for the beds as we came a little later in the day. ( I offered to pay - but they wouldn't accept it)
I think the island is beautiful and its worth vile exploring it by the bike or somehow- but from our Point of view which is riding from point A to point B - didn't give us much of a memorable experience- nor the opportunity to see how beautiful the place is? From our perspective we could have been at any other place at the sea, any beach....