Mykonos

Hi IN members ,
I am planning a vacation to Mykonos with my girlfriends in Protected content . We can't decide if we should stay in Mykonos or 3 day in Myk. and 2 day in Santorini. I have an impression that Santorini is more romantic and we can get bored there. What do you suggest? Do you have any other Greek island recommendation near to Mykonos ?

Thanks for your help

Ozge