I am also going to all three. Sidders has a decent fringe with plenty to do.
Whitby has oodles of fringe and loads of lovely people I don't see elsewhere.
Broadstairs is still the only one where guests and punters can party together every night once the pubs shut.
So Broadstairs has the edge with Whitby second (it's sooooo cold there) and Sidders a close third. I suppose it depends on what you want.
The main snag with Broadstairs is that you need to have a ticket to get the late night fun and I reckon it would be a rather flat experience without one.