If the volcanic geological forms of Milos are interesting, the variety and colors of its beaches are impressive: they may be white, or black, with sand, small stones or ground shells. Their waters are always clear and may be emerald, green, pale blue or deep blue.
Small beaches have been created by the continuous work of the sea on the rocks: see Sarakiniko, Aghios Constantinos, and Papafragas.
Most of the beaches can be reached by well paved roads, others, like Kleftiko, can be reached only from the sea. The coast has colours and forms of unique beauty, and should be seen by boat.
Only during July and August some beaches (Firiplaka, Ag. Kiriakì,Firopotamos,  Sarakiniko) have chairs and/or bars. Paliohori, instead, has restaurants, umbrellas and chairs. 
Hereunder we list the beaches you "must" see:

In the North:
Firopotamos: a small nice bay with fishermen houses.
Mandrakia: a small jewel of small houses with truthful dwellings for fishing boats 
Sarakiniko: a moon-like, incredibly white rocky coast with a small bay
Ag. Konstantinos: another shelter for boats through rocky passages.
Papafragas: the sea enters the tiny sandy beach between high, rocky walls.
Pollonia: a nice sandy beach with trees.

In the South:
Paliochori: 10 km. from Adamas, perhaps the most interesting beach, with small stones. Hot spots from thermal water.
Haghia Kiriakì: Long beach, sand and shell detritus
Tzigrado: made of perlite, snow-like slope of sand entering a blue sea.
Firiplaka: by Tsigrado, ample sandy beach with coloured rocks.
Provatas: fine reddish sandy beach.
Gerontas: small beach of black sand, arches and grottos.

Others: Beaches and places within the gulf: Papakikinò, Hivadolimni, Klima, Fourkovounni, Agia Marina and Embourio.  A must is also the beach of Plathiena, NW of the island. West of the island: Triades, Agios Joannis.
East of the island: Paliorema, Kastana......etc.etc......