Coming from someone who lives reasonably close by to these places, I would say that they are at completely different price points with Sunningdale top, followed by Chertsey, followed by Addledstone.
From a personal perspective Sunningdale has a sodding big road going through it (A30). With Addledstone and Chertsey you will need to be careful of road noise from the M25. Addledstone has a small high street and I would say Chertsey is better for shops. Of the 3 I think Chertsey has the best blend of price and nice place to be.