If you're lucky enough to be in a villa with a microwave then that's great. Pack some microwave sterilising bags and off you go!
If, like me, you're about to spend a week in a hotel then it's worth first of all calling ahead to see if the hotel can provide a steriliser in your room. Unfortunately my hotel, http://www.theandaman.com/ said no. They did say that room service could do it for me but I'm not sure how much waiting around that will involve.
I am not packing an enormous steriliser so my next option is to use Milton sterilisation tablets.
I have done this before on holiday with Daisy a few years ago and basically involves you taking about 20 minutes out of your day to wash the bottles and then soak them in a sterilising solution. You can then use the room's kettle to add your boiling water.