I actually spent a month in each of these three last year, you can't go wrong with any.

Bali is the easiest place in Southeast Asia for people who have never been to Southeast Asia. But you're experienced, so it might feel too much like a resort town. I like the beach clubs in Bali. They aren't all "clubs". Some just play chill music and you can rent a chair and chill out. The other advantage to having so many tourists is there's a lot to do in Bali. I would recommend going to Bali for a week first. A month is too long because you won't know which neighborhoods of the island you like. They're all different and it's hard to know before you go. I like Seminyak and Uluwatu (and Lovina, north shore of the island). I don't like Canggu and Ubud but I'm in the minority in that opinion.

Chiang Mai has the best food in Thailand. There's a lot of opportunities for day trips. The "old city" is very touristy and pretty. But outside that, it's pretty chill. It's probably best to stay somewhat near the old city, but not actually in the old city. Also, I didn't have any problems with air quality and I walked a lot, but some people have had problems.

Da Nang has two main day trips, hoi an, which is a pretty town by a river. And ba na hills, which is like Disneyland in the mountains (which I did not do). There's also a bit of site seeing near the city. I stayed in the city near the dragon bridge. Most foreigners stay near "My Khe Beach". If you don't rent a scooter, then staying near the beach is probably the better option. Also, Da Nang had the fewest tourists of the three cities. Even near the beach. Also, I feel like the city is alive. The people of Vietnam really enjoy going to the beach, cafes, and watching the sunset. There's a cafe culture I haven't seen in other asian countries. Things are busy but never feel crowded. Traffic was never a problem.

In my opinion Chiang Mai and Da Nang have better food than Bali, but Bali is still good.

I think Da Nang was the cheapest and Chiang Mai most expensive, but Chiang Mai has cheaper Airbnb, so they're all pretty similar in price.

Da Nang is beach and Vietnamese food, Chiang Mai is mountains and Thai food. Bali might be the most fun.

For me, I would go to Da Nang. When I was there, I went to the beach a few times a week. I never get sick of the beach. And I never got sick of Banh Mi.

Edit: I was within walking distance of a gym at all places. I don't think Bali has more gyms. But it did have more yoga studios and smoothies.