Syros, a Greek island in Cyclades in Aegean Sea. The major town of the island is Ermoupoli which is also the capital of Cyclades. Ermoupoli stands on a naturally amphitheatrical site and there you can see some of the most amazing neo-classical buildings of the 19th century. You can visit Syros by boat or plane and just keep in mind that Syros is also very close to Tinos, Paros and Myconos!
Sources: athensmagazine, syrosinfo.gr