Mioko Island is the best one to visit, with a smattering of sights, including good beaches, two open-pit caves on the island's eastern flank and a coastwatcher's lookout cut into the cliff top nearby on the easternmost point. For many years hundreds of people hid in these caves to avoid being press-ganged by the Japanese.
Nearby, a tiny tunnel runs between the two cliff faces of the island's eastern tip. You can crawl between (it's rough going) for two views of the open sea and sky, and the cruel cliff below you. If you want to snorkel, try the southern coast, but it's only good in calm conditions.