November is definitely off season for the islands, and it is impossible to combine Crete, Santorini, and Mykonos or any of the two without going back through Athens. The reason for this is that ferries combining these islands operate only in the summer, from April to October.

There are ferries and flights to each of these islands all year round, going back and forth from Athens, so it is possible to choose one of those islands and visit it, along with any other island on the route. Ferries to Santorini stop both ways at Paros and Naxos en route. You could fly to Santorini, for example, then take the Blue Star ferry to Naxos or Paros before returning to Athens by ferry or flight.

Crete would also be a good island to visit off-season, as it has a large enough permanent population to keep things open after the tourist season. Mykonos is very quiet after October when the party season is over and cruise ships end their visits. Many of the Mykonos restaurant and shop owners live in Athens over winter.

For a quick day trip to an island you could take a ferry to one in the Saronic Gulf, e.g. Aegina. What I would do off-season is spend 2 or 3 nights in Nafplio, on the sea coast of the Peloponnese. It is only 2 hours by road from Athens and has a lot to offer:
http://visitnafplio.com/

Visiting most islands in November is disappointing in terms of available hotels and activities.
However,as previously said, it is fine to choose a visit to Peloponnese or Crete. Choices of accommodation and restaurants (probably not activities), are certainly enough there

Do you mind sharing your travel information or itinerary? This is my 40 birthday celebration and of course as a runner I have chosen this marathon to celebrate but I also want to make a great trip out of it!
thanks!