Depending on what you want to do in Mykonos, May might not be the best time. The resorts are pretty much empty before June and the water is kind of chilly. I stayed there for 5 days in May of 2004 and was ready to leave after 2 days. We rented scooters and drove around the island which is a lot of fun and walked around the town which is very charming. But there weren’t very many people there. I wish we would have gone to Santorini instead. It is supposed to be much more exciting with more stuff to do than Mykonos. As for the hydrofoil, we bought our tickets the morning we wanted to leave, no problem. I can’t remember any specific restaurants. We just ate at the little ones scattered throughout the town. Scooters are definitely a must. They are cheap and lots of fun and let you explore the island on your own.

I once took a ferry between Athens (Piraeus) and Samos, but trust me, that experience was nothing you would want to do on a honeymoon. It involved spooning with my backpack on the floor in a hallway while trying to determine whether the garbled PA announcements were being made in Greek, English, both, or neither. That was a long, uncomfortable 17 hours, but I think it cost me less than 40 euros.

For research, try this site. Also, if you’re leaving from Piraeus, make sure you know where your specific ferry departs from, it’s a huge port and hard to navigate. I would suggest having a cab take you right up to the ship.

edit: spelling :)