Sikinos is the kind of island people are reluctant to leave: a quiet ridge of terraces and chapels between Ios and Folegandros, with one port, one main village area and hardly any traffic. When the time comes, the direct ferry to Piraeus is the easiest way back to Athens, although it is not a quick one.
The route belongs almost entirely to Fast Ferries. Its conventional ship collects passengers from several islands on the way north, so the crossing runs from 7 hours to 8 hr 25 min in Ferryhopper's figures for this direction. There is no high-speed alternative on the direct line northbound. Treat the day as a travel day and do not plan much for the evening you arrive.
Service is steady but not daily. Ferryhopper's monthly table shows the ship leaving Sikinos on 3 to 5 days a week in every month of the year, and its summary allows for up to 6 days in some weeks. That makes Sikinos easier to leave in winter than many small islands, but it still means the ferry chooses your departure day. If you have a flight from Athens, choose the sailing first and leave a night in the city before flying.
Ferryhopper's figures show the same starting fare in most months: from €48 for one adult when we checked, and €194 for two adults with a car. If the direct days do not suit, you can take a boat to a better-connected neighbour such as Santorini, Ios or Paros and continue to Piraeus from there. There is also a line to Lavrio, south-east of Athens.