
While getting to the Ionian Islands (and maybe even to the Cyclades) it is possible and sometimes advisable to choose the ferry, but to reach the Dodecanese, especially Rhodes, it is easier by plane.
From Milan and Rome you can fly with the airlines Olympic Airlines, Aegean and AirOne, making an intermediate stop in Athens. They are not low-cost companies and the price is often expensive, so you should book as early as possible.
The only low-cost company from Italy is Volareweb: a return ticket to Heraklion from Milan Malpensa costs around 150 euro, but you have to book in advance.
Leaving from other countries like Germany or UK, you can fly with many cheap low-cost companies like Easyjet (from London) or Air Berlin, TUIfly, GermanWings or Jet2.
Furthermore, if you want to reach Rhodes from the Turkish coast, there are several ferry-boats that connect the island with Marmaris in about 2 hours time.
