I have been to Dominica and Provo but not Grand Turk.
Dominica is a small, heavily forested and very pretty island. The diving was great, not a whole lot of large critters (I take that back, we saw humpback whales up close - from a boat!) but beautiful reefs and lots of unusual species like frogfish on many dives, and seahorses, and even flying gunards.
It is a poor island but the people were friendly and helpful. It is very beautiful but the roads are really scary, they are narrow and twisty and snake through the hills and mountains and there are no guard rails. My husband usually enjoys a challenge but he didn't even attempt to rent a car, we hired a driver to take us on an excursion through the island. It is difficult to get to Dominica and we had to overnight in Puerto Rico on the way down and when coming back home. We stayed at the Castle Comfort Lodge and it was small and nice, nothing fancy, but with a good dive op. It was a great trip.
Provo is a lot of fun, the island has become more developed around Grace Bay but there are many parts of the island that are still quite rural. I am not usually a "beach person" but Grace Bay is something special - the endless powdery white sands and the astonishingly beautiful turquoise water. Take a drive over to Chalk Bay on the other side of the island - a very shallow lagoon - and you will see shades of blue water that I didn't even know existed.
We've done a few 2-tank dives from Provo but the boat rides take a long time to get to the better reefs; you will spend much of the day in a boat going back and forth. I really think that a liveaboard is the best way to dive the T&Cs because the best diving is around French Caye and West Caicos and hard to get to from shore; but be advised that the 2 liveaboards that sail from Provo run whale watching tours of the Silver Banks during the first few months of the year.
The great thing about diving in the T&Cs is the abundance of large animals. We saw sharks on almost every dive, and plenty of turtles, eels, spotted eagle rays, tarpons, and more.There are beautiful wall and reefs to explore and lots of sealife. Some of the walls start a little deep in the T&Cs and the top of the wall may be 75 to 90 ft.
The T&Cs are an expensive destination. I think that it is as pricey as Cayman, maybe even higher. We drank bottled water in the T&Cs because they have had outbreaks of Norovirus. We only met nice and pleasant people but we were warned to stay away from lonely areas at night because there have been attacks against tourists. They have a lot of really nice open air restaurants but the last time we were there the mosquitoes were bad and we had to look for indoor eating options. We enjoy eating Conch in the Caribbean and we found it readily available and delicious all over the island of Provo.
I haven't been to GT but I have read that the diving isn't as good as FC and WC but the boat trips to the reef are short. There is a cruise ship terminal on the island but I think most of the visitors stay on that end, but some resorts do cater to the day visitors so keep that in mind.
Some other places to consider are the Caymans, especially the sister islands of Little Cayman and Brac, St. Croix, and Saba. Have fun!