On Oahu: Hike to Diamond Head (the long way)
On the Big Island: Kilauea Crater, Thurston Lava Tube, lava flows, Rainbow Falls, Mauna Kea/Loa summit, Kealakekua Bay.
On Maui: Road to Hana (south side if you can), 'Iao Needles, bike down Haleakala, scuba diving/snorkeling at Black
If you're in Oahu for a conference and want to spend a day or two on another island at the end of your trip, check your business luggage at the airport (you can check it in up to 72 hours before departure) for your flight home before flying to another island.
Best Way To Get Around:
On Oahu, don't count on buses outside of Waikiki.