the fun of having a sailboat is that the boat itself is the destination. We have a good time just going out a few miles... while the admiral dips a hook and pretends to try to catch dinner, I quite enjoy sailing under the "least wind" conditions of early morning. There is nothing like "The Magic" that Dan y mentioned... just ghosting along on a relatively flat sea... I love looking down into clear water and watching long strands of kelp pass deep under the keel... while the boat makes that gentle "water pushing" sound.
You don't need a destination (island or whatever...) anywhere if the boat IS the destination.
I think of sailing as adult kite flying... it is something to do in of itself. If I wanted to go somewhere, I'd drive or fly... but when I just want to "fly a kite," the boat is perfect. Add a beer and some sun... what more can you ask?