Nidri is a poular stop for the sailing fraternity (hire a boat?)and there is some amazing mountain biking to do also.
I recommend (if you are fit) looking out for one of the companies doing cycle rides /tours (Andy Hyndes is great) it may cost a few quid but the kit will be top notch and you will get off the beaten track (you may see dolphins and tortoises -not on the path together though)!
Vassiliki is a 1/4 of an hour away for wind surfing, a very poular destination for boarders.
In Nidri, a walk to the waterfall is nice, the boat trip to other islands a worthy day out, and if you are looking for something in the evening you could go star spotting in a small boat - being shown the constellations, again you may see some dolphins, this meets at the small jetty by the Athos hotel (which has a chinese restaurant) on the southern end of the town. ENJOY - it's one of my favourite places in the world!
AL