I don't know how things are in the off-season but our most outstanding meal on the island was in the tiny fishing village of Chernissos (or Hernissos, or Xernissos). There are two tavernas right on the water of the little bay. We ate at the one called Ammodia (or something like that) and had the most incredibly fresh fish and mezes you can imagine. You pick your fish out of a cooler and they charge you by weight. I think you're given a choice of fried or grilled - we chose grilled but both looked fantastic from what we could see at other tables. They also specialize in lobster but we stuck to fish. Absolutely recommended. Best fish we had in 3 weeks of traveling around Greece. Other than that, you'll find that on Sifnos the food is generally very good. The Greek salad there is served with a scoop of soft Sifnos cheese - and you should try it. Very delicious. A little like a soft version of feta. We missed spending a Sunday on the island but I understand that every Sunday they serve a chick pea soup called revithia which is supposed to be wonderful. Have a great time. Lovely, lovely island.