DS and his cohort will be starting in September 2012, so these are just impressions from having visited the schools our ourselves and having compared notes with other parents
Hurlingham -- lovely, very nurturing, has the park next door which is great for sports or games (if you wander down to the park mid-afternoon one day you'll get to see some of their games lessons, which may give you a bit of a feel for the place). They don't prepare children for 7+ or 8+ entry to other prep schools, which may or may not be an issue for you.
Merlin -- also lovely, more geared towards outgoing children so the more sensitive child might feel a bit overwhelmed. Facilities not as great as Hurlingham but has a more homely feel. Lots of male teachers. Only goes up to 7+/8+, which is fine for boys but may leave you looking around for places for girls (all their girls seem to go on to places they are very happy with, but one or two to each school rather than moving on in a block)
Prospect House -- also lovely(!) and nurturing. The easiest way to get in (still not precisely easy) is to go for a nursery place the year before starting Reception as there are very few places over and above those awarded to the nursery children.
Putney Park -- good for girls, boys (only to 7-8) tend to be hangers-on younger brothers. By repute you need to get your name down very early.
Putney High (junior department) -- (girls only) Entrance by assessment/interview in the December/January before entry (which is, helpfully, after you've had to accept or turn down any non-selective private places you're holding). Academic. Is a GDST school so cheaper than any of the others.