We stayed in Lauterbruunen, in the valley between Murren and Wengen so can easily go either direction. Cheaper to stay there too, but you have to get a train and /or cable car before you can ski.
Spectacular scenery, efficient trains, always seats available. some good off piste up at Kleine Scheidegg.
A bit of a schlepp to Grindewald First ski area, but worth it in suitable weather (not cold and windy!)
Loved it, will go back