This is really where Nature is at its best --- to use a cliche. Lots of things to explore and has an interesting Tibetan settlement nearby.
Discover the source of the great Cauvery river too. Its really great.
And try Kodaikanal second.
Sorry to say Ooty is a nightmare (THOUGH I SHOULDN'T BE SAYING IT AS MUCH OF THE FAMILY WAS BORN IN THE PLACES YOU HAVE MENTIONED!!!). As far as access goes, it's very easy to reach in comparision to the Coorg and Kodaikanal (Train, bus, good road links -- and hospitals are better too). You have to be careful about where you eat also. Many places offering Continental, Chinese and Tandoori have come up. Sleazy places. Water shortage and noisy. It's like a transplanted city in the hills.
But what is still nice is the weather. And you can get the usual merchandise and electronic gadgets alongwith tea and the exotic stuff.
You may have to wait a while though for the helicopter service!!! Dayanidhi Maran has promised a helicopter service between Ooty/ Bangalore and Coimbatore. Ooty has a helipad that is used by the Governors and the former TN Chief Minister J. Jayalalithaa.
BUT THE monsoon will be in full strength in all three places. And 2006 will be a very strong monsoon!!
* The main thing about coorg is the natural beauty - there's no "sightseeing" spots that are great, but the entire region is magnificient * Try and do a home-stay when there - you get to experience the culture from much closer * Remember it's so beautiful because it rains a lot! Expect to see very frequent and heavy rains in the region
I would definitely rate Kodai as #1, Coorg as #2 and Ooty as #3 in terms of overall tourist experience.