Sky express is a certain based small airline serving the Greek islands. We used the route from Rhodes to marathons to kassos to Crete. One of the flights, Kassos to Karpathos is the second shortest commercial flight on earth, just 6 minutes in the air, second only to one in Scotland. In Kassos we were the only two people to get off. Kassos is a great island, Greece as it used to be. The flights were all on time with no frills.
Downside when you get into a big airport, like Rhodes, you still have to wait for luggage alongside all the international flights.
I think I prefer island hopping by sea, but this is an option if you don,t like sea journeys or you are short of time.