They are all quite different, but all good choices! Windsor is a much bigger town than Henley or Marlow, so of course you get more traffic, less garden for you money and all those things, but you would have access to department store, lots of high end childrens shops and so on. There is loads for children to do through walking and short drive. However the train-link is a bit slow (probably better catching train to Slough and fast train to London). Lots of good state and private schools, but also some less good ones. Windsor Boys (senior) and also the girls schools are very good.
Marlow is a much smaller town, but very nice. Again lots of good schools (and some less great ones, so watch catchment areas) and lots to do (although slightly less than Windsor) within walking distance. I would say it has more community feel than Windsor. It is very popular with families.
Henley I don't know as well, but I would say it is more expensive than Marlow. probably comparable in terms of stuff to do and shops. Probably slightly longer commute to London.
Reading is defintely more large town. I don't know any one that lives there, but I think Caversham is quite nice and easily accessible to town centre. I personally don't think it has the 'character' and community feel of the other places.
I agree with you on Maidenhead.
Happy to answer any specific questions you may have!