Been to all three several times, Id say Lanzarote is a great place to explore by car, the cezar manrique philosophy keeps the whole island stunning. Not to much flashing neon and big signs on the buildings, all buildings white washed with green or bluse trim gives it a real character Lots of interesting places to travel to by car, the inland town of teguise, arrecife town, then the resorts of Playa blanca with the stunning papagayo beaches a few kms away. P d carmen and also costa teguise.
Id stay in PDC some cracking restaurants in the old town.

After that I prefer Tenerife, hated the coast of gran canaria, non stop mither from bar touts, the worst ive ever experienced anywhere, totally ruined our holiday. However up in the mountains to the lakes is stunning scenery.