We stayed for one week self catering in March 2009. I have to say that the Dunas Club was wonderfully peacefull, which is exactly what we wanted. They have a gorgeous little restaurant on the side where they serve fantastic food, I think we ended up eating 3 meals there, we would have more but we came on a budget.
Corralejo is a small town full of all kinds of people which is great because it was such a cheap holiday I feared there would be lots of boistrous brits, but there wasn't, it was full of pleasant and smiley people which was fab.
All of the staff were lovely but I had no need to ask for anything. The only down side was that we were in a room right next to the lift which was noisy, but we weren't that bothered as our room was exactly what we needed and we didn't really spend much time in it. Facilties included: Hair dryer, fridge, microwave, sink and hobs, kettle and toaster. The towels were also cleaned every other day.
Go for a run along the path by the beach! You will find a series of wooden obstacles to do exercises on!