Yes, I think they were all lovely, just in somewhat different ways, as RealAnastasia said so eloquently. And beauty is a very subjective thing too!
To me, Tatiana has the most classic beauty, plus being very stylish and chic.
Olga to me is not quite the beauty that Tatiana was--still I have to admit that I sometimes have trouble telling them apart in photos! Olga was still a very lovely girl.
Marie was beautiful too, but in a different way entirely (IMHO) than her older sisters. She looked more "Russian" with a broader face and cheekbones, but yes, she was stunning.
Anastasia to me is the least beautiful of the girls, but then again she died so young--she may well have blossomed into a stunning beauty herself if only she had lived a bit longer.
I agree that she is much more a tomboyish type. Still she had a charming face and beautiful eyes and hair, I would say she was more "cute" or "pixie-like" than a classic beauty--but she was very pretty anyway!
And I must admit that as much as I admire all the girls, I think I would have liked Anastasia the most---I love her sense of humor, her charm, her mischievous personality. To me, personality and charm trump mere "looks" any day of the week!!!