It’s OK.
I’d not call it better than mainland Spain in really any respect, and in a lot of cases it’s substantially worse. Food’s pretty terrible. The roads are in good shape (lots of EU money) but as it’s very hilly, it takes forever to get anywhere. Not that there are many places to go….
There is (some) mountain biking, but the bikes aren’t great and the terrain is limited. Fun, but not challenging in any way – think roads/fireroads.
Best part of La Gomera is the rain forest on top of the island, which is well worth exporing.
I stayed at the HPB place (next to the big golf resort), but it’s members only. Dunno about other accomodation.
Overall: better for walking than for anything else; some of the scenery is truly spectacular. Don’t go for the cuisine, the beaches, or the nightlife.