There is a road (path) that leads from the outskirts of Fira to Firostefani and then to Imerovigli and after two hours to Oia. The view is fantastic but the road is not for the feint of heart. It's a good 2 1/2 hours of walking. Well I attempted the feat today and I have the photos to prove it. To be honest I didn't go all the way, I covered about 2 thirds of the distance afterwards I went to the maion road and got a cab but still it was pretty amazing.