A day trip to Oia certainly inspires oohs and ahs. But only by sleeping here, in the Greek Islands’ most iconic locale, can you really understand the true psyche of the Cycladic islands – the brilliant sunlight, the sensual sunsets, the braying donkeys, the mellifluous church bells, the hushed laughter, the tipsy footsteps, and the silence. Once the cruise ships are gone, this gravity-defying hodgepodge of whitewashed traditional houses, clinging to steep cliffs that tumble down to an ancient caldera filled with the deep blue Aegean, truly becomes one of the most mesmerizing spots on the planet. As a result, it’s chock full of luxury resorts commanding upwards of $700 per night in season. On a recent visit, I opted to think small and stay in an intimate and affordable three-room inn set on one of the town’s most enviable perches: 1864 The Sea Captain’s House.