Hi Sunking
Both Maidenhead and Windsor are in the direct flight path to Heathrow, the walls used to shake in my school when Concorde flew over!! I don't think Windsor can be much worse than M'head for that although they fly a little lower there. There are no night flights anyway so it is only day noise.
Cookham is a teeny weeny village, very pretty but not much going on at all and I think there are only 2 pubs so nightlife pretty much non existent. Marlow has more going on, there are some beautiful historic pubs there but it is not the sort of place that is going to have any gigs or clubnights or anything like that - in fact you will find that is the same within about a 30 mile radius of London in any direction as everyone goes to London for that stuff. Maidenhead only has one nightclub and I don't think it has changed much since it opened in the 1980s when it was full of underage teens like myself! Both Cookham and Marlow are on a branch line from Maidenhead, there are direct trains to London during peak rush hours but at other times you have to change at Maidenhead which is OK except the Marlow (and Cookham) train isn't very frequent outside peak times, not sure about weekdays but weekends it runs only once an hour.
Maidenhead, and Reading are very good for direct trains to London and the trains run all night (although again only once an hour after midnight I think).
Oh and Windsor is on its own little branch line, you have to change at Slough. There is a second railway station in Windsor (Windsor and Eton Riverside) from which you can get a train direct to Waterloo but it goes very slowly all through Surrey and takes over an hour whereas a direct train from Maidenhead to Paddington takes 20-40 mins depending how many stops it makes.
I don't know if anyone has suggested Slough as a place to live, if so forget it. It's a dump!
Begbielass mentions Taplow, that is just east of M'head, in fact is practically considered part of M'head, is near the river but the trains don't stop there all the time. Same goes for Burnham which is the next little place before you get the Slough.
I hope all this info is of some help to you in making your decision. Going by the things you are looking for, I would say M'head or Reading would be your best bets, although I am with Jenn on Reading, it is pretty dreary, I worked there a few years ago and found it a bit depressing.
Have you considered somewhere closer to London? ... Ealing springs to mind, it is on the end of the tube line, is on the direct train line to M'head but only a few mins to central London. I don't know the area that well, but looking at some of the sites others have suggested should help you.
Goooooooooood luck!
Liz