If you want unique, this is it. The iconic windmill at the Golden Sunset Villas in Oia (the big one in the picture above) can be rented as a villa. It sleeps 2 to 4. It has a huge deck with direct views of the sunset. There’s a small kitchen, bathroom, and 2 sleeping areas. There are a few other “sort of” windmills you can sleep in around the island but none are the real deal like this. Book at least 8 months in advance.