Hiya
Guildford has it's own level of nightlife, bars and clubs as well as the usual smattering of restaurants and leisure activities etc, it's not a small village or anything and the only real difference with living in SW London area is it's a bit further out and perhaps the SW London area will have more choice of the above to an extent. I think you 'might' mean being in SW London places you closer to Central London for all the choice, nightlife and social scene ?
There's no real issue with flatshares except the usual potential pitfalls, you might fall out with another person, not get on from the start, noise issues, household politics etc etc. If you are concerned with your personal property, then yes, get a good strong safe, but ensure you hide it, don't let anyone else know you have it etc etc.
Have a look around at places to live, London is of course preferable being close to everything, however you pay much higher rents etc to have that, don't totally dismiss living just outside of London, where the commutes getting into Central London can be very quick! my example is if I instantly decide to get into Central - I could jump on the train and be in Paddington from Slough in 22 minutes.
Cheers, DtM West London & Slough UK!