We stayed just along the road from Cala Millor, in Cala Bona, in May 2012.
We hired bicycles to journey into Cala Millor, although it could easily be walked / strolled into in about 30 minutes (leisurely stroll).
The promenade is pedestranised, with an intergrated cyclepath.
Cala Millor has a long stretch of powdery sand beach.
Quite a large town, it also has a parallel running pedestranised ‘High Street’ to the Promenade, where you can find more regular shops, amongst the bars and restaurants.
And almost every side street has bars and clubs along them as well.
There is a point close to the centre where you can go for a pony and trap ride.
A themed bar along the front was the Texas bar, during the day there was a solo girl with just a guitar singing here, this seemed to bring the crowds to just stop and have a coffee.
Seemed to me that the easy option was to stroll into town, in around 20 – 30 minutes, and get a taxi back, cost approx €5.00