Where to go for a few days around Geneva?

I have a business trip coming up to Geneva, and plan to spend a few days (3-5) afterwards in a nearby town, and looking for some advice on where to go. I would be visiting in the first week of May.

I'm male, 27, and would be traveling alone. I'm looking for at least a bit of outdoor activity (hiking, walking, etc.), but I'd also like a place that has at least a few cool bars and restaurants to hang out in.

So far I've been considering:

Montreux
Grindelwald
Wengen
Annecy, France

Montreux and Annecy are on the list because they might have a bit more culture and activity than the other towns. But Grindelwald and Wengen seem to be a lot more scenic. I'm just nervous that in early May they'll be really dead.

Advice?

I would go for Montreux myself, it is a cool, funky kind of place, quite unlike any other Swiss towns we know, and famous for its Jazz Festival.

A place that Freddy Mercury called home for many years, his recording studio is still going, and there is a statue in his honour looking out over the lake.

Montreux is fine in May. And the mountains above Montreux are full of flowering wild narcissus flowers (roughly between May 1st and May 20th); you can walk through them during hours, for example from Les Avants up to Chatel St. Denis or Les Paccots.
For a glacier experience, go by Golden Pass train from Montreux up to Gstaad, by bus to Col du Pillon and by gondola to Glacier des Diablerets. You may go back to Montreux via Les Diablerets Vilage and the vineyards of Aigle (another scenic small train).
http://www.glacier3000.ch/en/index.cfm