Each of the Aeolian Islands has unique characteristics. I can only speak for Stromboli and Vulcano. Stromboli is famous for being the most active volcano in the world. You can hike to an observation point to watch the eruptions at night. Vulcano has a dormant volcano that you can hike up to as well to look down into the crater. The sulfur 'steam' coming out of the ground in the area gives it an alien landscape vibe. On Stromboli, the restaurant 'Punta Lena' is highly recommended. Travel to each island is via ferry or hydrofoil from Napoli, Reggio Calabria, Messina, etc. Check schedules for seasonal variations. Timing is important because, except for the most remote ones, Alicudi and Filicudi, all the islands are major tourist destinations, and the population swells to 10x or more. I always visited in late spring or early summer. Very few crowds and pleasant weather during that time. In the off-season (winter), the sea can turn rough, causing the cancellation of dockings. On the other hand, you can have some of the smaller islands almost to yourself for a different experience. Hope this helps.