Mykonos to Piraeus is one of the busiest ferry routes in Greece, and for good reason: it is the simplest way back to Athens after a stay on the island, and it lands you right at the edge of the city rather than out at the airport. It is also a pleasant sail: many sailings call at Tinos, Syros or both on the way, two islands many visitors never see otherwise.
You leave from the New Port at Tourlos, about 2.5 km from Mykonos town, and arrive at Piraeus, the main port of Athens. Piraeus has metro, bus and suburban rail links, so from the quay you can be in central Athens or on your way to the airport without much fuss.
The route fits the end of almost any Cyclades trip, or the middle of one if you are using Athens as a pivot between island groups. Travellers with time to spare sometimes break the journey on Tinos or Syros, both common stops on this line, before carrying on to the mainland.
The key booking decision is speed versus price. Seajets gets you there in under three hours but costs roughly double the Blue Star fare, and it runs only from spring to autumn. Blue Star is slower but cheaper, sails every day of the year and has cabins, decks and restaurants. This is a very popular route, so in summer book two to three months ahead if you want a particular sailing.