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Seeing that Mykonos is the most popular island of the Cyclades, there is lots of information available online that should be looked at by anybody planning a trip to the area.
A good place to begin doing some research is at Mykonos' Official Website. This site is dedicated entirely to tourist related information about the island. Here, one will find useful information about accommodation, car, boat, and helicopter rentals, restaurants, shopping, activities, and much more. A history link found at the top of the main page briefly explains how the island got where it is today.