There are some art exhibits scattered on the island, including this piano yacht. The ferry terminal has a cafeteria with good udon and other dishes while waiting for the next boat back to Takamatsu. There's also a sandy beach near the terminal where you can cool off. Also worth noting are the high stone walls protecting the village from the sea.
Ferries from/to Takamatsu run every two hours (possibly more frequently at peak times); the 20-minute ride costs 370 yen. The bus from the ferry terminal departs soon after the ferry's arrival and costs 300 yen one way. The hike to the cave takes about 30-45 minutes. Bicycle rentals are 200-500 yen depending on the type of bike rented. The cave itself is open 8:30-17:00 and costs 510 yen to enter.