Just off the coast of Sicily you'll find the archipelago of the Aeolian Islands noted for its volcanoes and rugged beauty. The islands can be reached by hydrofoil or ferry boat from Milazzo.
Lipari is the largest of the islands, but is still only 10 km long by about 3 km wide. Scooters and bicycles are the best way to get around the island and can be rented in the town of Lipari. The climbs are not terribley long but they are pretty steep, however the views are well worth the effort. And besides, you can reward yourself with some extra gelato!