HOW TO GET THERE
Plan A: Catania
We flew into Catania and spent a night there at a Una, a forgettable hotel that was well priced on hotels.com. It was a fine business hotel, nothing amazing, but the concierge helped us figure out the ferry schedule. Catania was not super interesting. Then again, we were jetlagged and grumpy from all the traveling, and that's not Catania's fault.
The most convenient, inexpensive way to get from the Catania airport to the ferry port in Milazzo is to take the Giuntabus service, which leaves daily at 4 p.m. and arrives at the port 1 1/2 hours later. We were eager to get to the islands and we paid the price: The cab we took in the morning cost about $240.
The Better Plan B: Taormina
On the way back, we wised up and spent a night in Taormina instead. Much prettier and more fun than Catania. It's a pleasure to wander Taormina's windy cobblestone streets and the restaurants are fantastic. (I recommend Ristorante L'Arco Dei Cappuccini, but you really can't go wrong). We wanted to stay at Villa Ducale or its sister hotel Villa Carlotta but they were booked, so we stayed at Hotel Sirius, another forgettable place. You can check into very grand, fabulous, pricey hotels like San Domenico Palace and Villa Sant'Andrea Hotel. Just don't linger too long. The islands are much more interesting and Taormina is very touristy. We heard more English spoken there in ten minutes than we did in ten days on the islands.
Taormina is about a 45-minute taxi ride ($140) from Milazzo. We took a bus from Taormina to the Catania airport and it was about $12 each and took just over an hour. You could also spend a night in Milazzo, which is not very interesting but convenient if you want to catch an early ferry and avoid the taxi.
From Milazzo, there are three major ferry lines: Siremar (the nicest), Ustica, and SNAV. Take the high-speed hydrofoil! As long as you are not traveling in August, it's fine to just show up about half an hour before the ferry leaves and buy your ticket. Any hotel in Sicily can help you figure out the schedule, and ferries run frequently until Sept 15.
You can visit the islands in any order you want. They are very close together — no more than about 45 minutes by ferry. The first leg of the trip, from Milazzo to the islands, is a two-hour drag. That said, the ferry is big and nice and you can read a book. If you're really rich and fab, congrats. Take a chopper.