During my first visit to Bodrum, I quickly ran out of possible tourist destinations and was in search of surrounding areas worth seeing. Didim is one of the unknown places to foreign tourists, although it's very popular among Turkish people.
There, it's easy to discover holidays "a la turka", to get on well with the locals and, above all, to enjoy water sports with the family (Didim Aquapark).
For a comprehensive cultural and historical experience, you should visit the ruines of the Apollo Temple, built over the course of six centuries, although never completed. According to my guide, it is one of the most well-preserved ancient remains (which doesn't necessarily seem apparent on site). If you have already visited the Basilica Cistern in Istanbul, you will notice similarities with the Medusa heads, that of the Apollo Temple being very well conserved.
I went to Didim at the end of October, where the temperatures are mild throughout the year. I strongly advise you go for a tour of it and you must explore the rest of the region (the Miletus ruins are only 30 minutes away by car).