We think we have settled on visiting the following islands.

Santorini - 3 nights
Naxos - 3 nights
Siros - 3 nights
Mykonos - 2 nights

We are undecided about where to start/end. Help? Also, does it make any difference with respect to getting between the islands?

This is kind of a tricky route. I suggest using www.gtp.gr to see what route is best for your chosen days of travel. Overall it looks like visiting Santorini first might be best, but you be the judge.

When are you traveling? If off-season, some of the island connections may be difficult. Do you want to fly between Athens and Santorini (there are also flights to and from Mykonos and Syros) or will you being doing all your travel by ferry? Give us more information, please.

Should you start with Santorini, then it would probably be easiest to do the other islands in the following order: Naxos, Mykonos, and then Syros. Syros is a stop for ferries going between Mykonos and the mainland - doing Syros first and then Mykonos would probably mean backtracking.

We will depart by air from Athens on 1 October. Our first priority for islands is Santorini, Mykonos, and Naxos. If the ferry schedules don't work for Siros then we could go to another island - for example, Paro or whatever works for ferries. I am having time determining if some of these routes are operationg. One web site paleologos.forth-crs.gr/english/npgres.exe shows routes but also lists them as "not available.

You shouldn't have much problem getting from island to island in early Oct. Some of the ferry timetables for that month may not have been published yet, so that's probably why you aren't getting any results yet.

The Hellenic Seaways website only shows their highspeed schedule through 9 Sep, but we do know the FlyingCat 4 will be operating until the end of Oct: http://www.ferries.gr/hfd/. That will get you to Paros and Mykonos, but not to Naxos or Syros. Blue Star Ferries stop at Santorini and Naxos daily throughout the year. The difficult part is getting between Naxos and Mykonos. There will be ferries, but it may mean having to go from Naxos to Paros and change for Mykonos there. All will become clear later in the year when timetables are updated.

A few other websites to check are:

http://www.bluestarferries.com/ENGLISH/defaultmain.htm
http://www.hellenicseaways.gr/index.asp?a_id=209
http://www.gtp.gr/
http://www.openseas.gr/OPENSEAS/index_en.vm

You can avoid a long ferry ride to Santorini by flying there from Athens.

My reccomendation would be to arrive in Santorini by ferry. The veiws of the caldera are quite a site!! We took the ferry from Athens to Paros, ferry from Paros to Santorini and then flew back to Athens. Your best bet as stated above is to check the ferry schedules for that time of year and work your way accordingly.

You get the same view departing Santorini, provided you are on a conventional ferry like the Blue Star. I prefer doing the longest leg (Athens-Santorini) by air, then leaving Santorini by ferry. The Blue Star departs Santorini at 1530 and arrives Naxos around 1800. Getting from Piraeus to Santorini takes around eight hours.