There are direct flights from the UK to Mykonos and Santorini but travel to the Cyclades will often be via Athens. Olympic Airways flights to Athens connect onward to Mykonos, Naxos, Paros and Santorini while dozens of ferries and catamarans (which often work out quicker than flights) can take you to any of the other islands if your yacht charter starts elsewhere. If you are traveling on by ferry, try to get an early flight to make your connections in one day.