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Vulcano features four volcanoes, which can be explored on hikes. Just make sure to bring along some comfy shoes and a shawl to cover mouth and nose. Nearly on the whole island you can smell the sulphur vapours.
There are hot fumaroles and mud for cures of skin diseases and rheumatism (a very smelly experience, but fun), geysers, scenic villages, sulphur vapours, the 'Valley of the Monsters' (great to visit with children), a SPA park, a picturesque coast line and geothermal swimming pools. The walk up to the crater makea a pleasant day trip from Lipari.
One of Sicily's most luxurious hotels is located on Vulcano's north coast, the Therasia Resort Sea & Spa.