I just got back from a sailing charter in the Canaries, the trip was originally scheduled for the Northern Spanish coast but due to the rising frequency of orca attacks on yachts they went directly to the Canaries from the Azores. We started in Las Palmas with stops on Tenerife, La Gomera. It was more of a sailing-oriented charter as the distances between the islands takes the better part of a day, so didn't really get to spend a lot of time at the beaches. The wind in the acceleration zones blew pretty stiff into the 40 knots range.
Gran Canaria: went to Old Town for an afternoon, some nice old buildings and little cafes lining the streets. Went to the waterfront near Las Palmas, very nice, again a lot of cafes on the boardwalk. The public buses are reasonable and efficient for getting around. I have a Norwegian friend with an apartment in the south and he loves it there.
Tenerife: We docked in Santa Cruz, lot of little parks everywhere, more restaurant choices than you can shake a stick at. Bus and trolley system was sort of easy to figure out if you pay attention to the destination sign on the front. I finally got to ride a camel, which is something I've always wanted to try. Wasn't as hard on the backside as riding an elephant, but enough that I'm thinking twice of doing a desert caravan in Morocco if I ever make it there.
La Gomera: The least developed of the islands, even in the main town there weren't a lot of people on the streets. We rented a car and drove around for the day, the interior is forested, while the coastal areas seem pretty barren, but we found that on the other islands also. They tap the palm trees there and boil it down to a syrup, sweet with a nutty flavor. They also make a cheese spread, using hard aged cheese which reminds me of Parmesan, it's called Almogrote and I wish I would have brought more home with me, but I spent time in Porto before and after the trip and wanted to save room in my luggage for Port wine
Prices in the shops and restaurants were pretty reasonable, the food and wine were great.