Marlborough is nice. lots to do for small children. not so much for older ones but that goes for anywhere.
Villages around - Manton, Minal, Ramsbury, Burbage, Avebury, and little ones in just out of Swindon - Baydon, Aldbourne, Broad Hinton, all nice too.
Great Bedwyn has a station with direct route to Paddington.
Pewsey is a bigger village place - lovely countryside around pewsey vale.
Both Pewsey and Marlborough have range of shops. Pewsey has Co-op, Marlborough has Waitrose and plans for small Tesco.
Marlborough Schools - Infants and juniors are separate for now. There are plans afoot for rebuilding a new joint primary - was supposed to be starting next autumn.
Brand new shiney fabulous secondary.
Less pricey areas near Swindon - Calne, Chippenham, and Swindon itself - all have nice areas and not so nice ones. Again - once out of the towns the country is lovely all around.
A bit further out you have Hungerfod (like a bigger marlborough) and Newbury - both have rail to London and some really nice villagy places around both.