In summer, daily ferries connect the islands of Texel, Vlieland and Terschelling without the need to return to the mainland.
But if you've got the time, a more adventurous alternative connects all the islands to Noord-Holland. The Eilandhopper runs a pair of graceful century-old clippers: the Avontuur sails between Amsterdam and Terschelling (via Enkhuizen and Stavoren), and the Willem Jacob between Texel and Schiermonnikoog, visiting all the islands en route. Trips range from several days (with accommodation and meals on board), to a one-day trip (€55 per person) or overnight (€70) typically departing from Terschelling at 6pm and docking on Ameland the following morning at 11am. Check schedules and book online.