There's quite a bit of information on the various islands here in the forum FAQ - you might want to take a look at them to get a feel for things to do, where to stay, etc.
As far as the Magnum P.I. locations, they are all on O`ahu, but please note the majority are private and not open for tours.
The "Robin's Nest" estate is near the town of Waimanalo as is the pier where T.C.'s "Island Hoppers" office was.
Here's a website I found...
http://www.magnum-memorabilia.de/ssg...nguage=english