The further south or east from SF you get, the warmer it will be (longer commute too).
Danville and Pleasanton are nice. Cupertino is a huge bedroom community with lots of stores, but I don't know about night life. Most of the smaller cities like San Mateo, Palo Alto, and San Ramon probably little revitalized down town areas if you can find a place close to them. Anywhere in the city of San Francisco is going to be cold and windy.
Danville: upscale stores like the Blackhawk shopping center (and the vinatage auto museum there)
Pleasanton: IMAX movie theater, hot rod shows a few times per year
Cupertino: excellent proximity to good riding in the Santa Cruz mountains, such as Highway 9
All the others: close proximity to public transportation