Hey there. When you arrive at the port you will see many people standing there who offers rooms to let, you could make a deal with them. Dont say yes at the first good price you will hear and be sure that the room is near the port or if there is any transportation to go to the city centre where the night life is. I recommend you if you have a tense to go to the camping Paradise. Its cheaper and it has some kind of rooms also for renting. Its far away from the city center but there is good transportation and also Cavo Paradiso club is there, very famous for parties after 4am.
Ferrys from Pireus port are often so you ll not have problem with that. Just find the gate E7 of the port.
About the other islands the ferry you will take, stops at Syros, Tinos, Mykonos so you could go to these islands too. But i sujest you to go to Syros and take another ferry goes to Santorini (Thira), you will love it but too many people. If you want more peace go to Anafi from Syros again.
I hope i helped you
[ Edit: Edited on 19-May-2009, at 15:40 by vickon ]