Tenerife can be nice if you pick the right area. I personally would avoid Playa Da las Americas and head for Los Cristianos if you're determined to go to Tenerife. There's also some sand beaches there as most of the in Las Americas are still volcanic rock.
Gran Canaria is good. There's lively resorts (Puerto Rico, Playa Del Ingles) or quieter more relaxed areas such as Maspolomas. The dunes at Maspolomas are great, you feel like you're in the desert - that is until you end up on a nudist beach LOL - watch out for that if you head there!
I personally am not a fan of Lanzorote - it's too barren for my liking. But I know a few people who have enjoyed it there.
My personal recommendation for the Canary Islands would have to be Fuerteventura. It's the least "touristy" out of them all. There's still some old towns to be found and peaceful holidays are easy to have there. There's also night life if you go looking for it, but you're not overwhelmed by it like on the other islands. I thoroughly recommend Corrlejo as wonderful town to stay in or you could stay in Caleta De Fuste (although I don't know what it's like). In general, Fuerteventura is a very relaxed island, but there is plenty to do. We took a catamaran out, took a days boat ride to Lanzarote, went camel riding etc. Good times
