This winter I have been on a short trip to Lanzarote which is part of the Canary islands. Although you will certainly be not alone there it is still worth a visit. There are interesting hiking routes as well as beautiful locations for landscape photographers.
In particular I liked the small island La Graciosa which is located north of Lanzarote and is only reachable by boat. The island has beautiful beaches that are not crowded at all.