The good thing about Hawaii is that you can do just about anything you want / like to do. That said, there are some islands that give you more or less of those things.
If you've never been, Maui is a good option. There's good shopping, dining, lodging, and plenty of outdoor things to do as well. In other words, it's a pretty good mix.
If you want something more outdoor-oriented and are willing to give up the (upscale) shopping, Kauai is a good option. Still nice places to stay and eat, but the focus there is really to get outside and enjoy the island.
I've never been to Oahu, but obviously you'll have a larger city in Honolulu, and you can visit Pearl Harbor / the Arizona (something I would love to do one day), etc...
Anyway, I don't think there's a bad choice. It comes down to what you want to spend your time doing. Have fun!