If you want to be surprised by quality, and you love being pampered, and you don't mind a long flight from Europe, and you like to name drop about having been to a place that almost nobody has heard of, thenplump for The Princesse Bora Lodge on Ile Sainte Marie in Madagascar.

Oh by the way, if you not only love whales, but want to get up real close and personal, then this must be the best place in the world to be between June and September, when literally hundreds and hundreds of humpback whales are in the waters offshore to breed. 
Princesse Bora Lodge Ile Sainte Marie Madagascar is very heavily involved in the protection of the endangered humpback whales, and you will get fantastic opportunities to help in the scientific evaluations, as well as getting close enough to touch them.

To discuss the pros and cons of the Princesse Bora Lodge Ile Sainte Marie Madagascar almost seems churlish, because at this time of year visitors, and you will need to book early are there for the whales not the great comfort and food.

The accommodation is lovely, the ambience is lovely, the food, mainly seafood is quite splendid, the owner is worth the trip alone, and the whole ambience is amazing.
Go if you are a whalewatcher, go anyway if you are not.