1. Nafplio - walk up the 1000 steps to explore the Palamidi castle (or take a taxi to the gate), wander the little lanes of small shops, and tavernas, do trips to Mycenae, Epidavros, Nemea, Tiryns, walk to nearby beaches.
2. Pylos - stay in the small Karalis Beach Hotel with fantastic sea views from its balconies (but despite the name no actual beach). There's a path leading up to the castle opposite the hotel entrance, waterfront tavernas 5 minutes walk away and the beautiful arcaded main square just a bit further. Take trips to Ancient Messene, Nestor's Palace, the castles at Methoni and Koroni. Walk around the Gialova Lagoon nature reserve and on beautiful Voidokilia beach.
3. A night or two staying in the fortified castle town of Monemvasia.