Gozo is a popular draw as it's a quiet respite from the hustle and bustle of Malta. Its most famous structures are a series of prehistoric megaliths. It also has some excellent spots for divers. There are shore dives, as well as those that are a short distance from shore. You'll be able to drop in on caves, wrecks and much more.
Comino is the smallest of the islands and many tourists go there for the famous Blue Lagoon, where you can swim and snorkel in its dazzling blue waters.