I have visited them all, albeit almost 10 years ago, so things may well have changed. I do know people with children at all of them, though.
Broomwood: friend has 4 children there, nice children in fact, but she is a terrible snob and I can't be doing with snobbishness! When I got to the end of my guided tour, the secretary tried to make an appointment for the head to visit us at our home to "assess our suitability to the school", which I later found out, check out where we lived, what car we drove, how much we earned, etc. etc. Needless to say that wasn't the school for us although I suspect we wouldn't have passed financial muster anyway!
Finton House: Very cosy, nice children, nice atmosphere as I recall. Close friend has DS there. He's 6, a total PITA and has no idea how to behave in company, but that might just be his age - perhaps he's a perfect angel at school! Friend loves it, although is looking for him to move next September as she feels he isn't being sufficiently challenged. He is her PFB, though!
Hornsby House: I loved Hornsby House and was desperate for DD to go there, although in the end we moved and the journey wouldn't have been convenient. I loved the "family" feeling of it and the fact that it felt very inclusive and it wouldn't matter who or what you were.
Thomas's: Friend has 2 DDs there. Clever children and when I visited it felt quite "serious" somehow. I felt there was too much emphasis on doing well academically and I'm still not convinced that you can tell a child's true potential at age 4.
Hope that helps!