Having applied to (and visited) both Loughborough and St. Andrews, I feel qualified to compare them to Durham.
Starting with Loughborough:
I only applied to Lobo (as it shall henceforth be known) because it was a uni that would accept me for physics with a C in maths, due to it having a specialist maths help unit. When I visited, the importance of sport within the community there was obvious from the start. Having acquired a distaste for sport after having 5 years of cross-country running inflicted upon me by my school's PE department, this was not one of the things that impressed me much about the uni. The location of the uni seemed OK, but somewhat isolated (lobo itself didn't appear to have much to do, and Nott'm was a bus ride to the station, then a long train ride away), and the on-campus, non-sporting facilities seemed pretty average. All the people I met there seemed friendly, but there didn't really appear to be any non sport-related community there. I had to accept Lobo's offer, as it was the only place that gave me an offer including a C in maths (which I thought I might drop down to), and in the weeks before results day, I spent quite a lot of time searching for other unis that might let me in with various results combinations if I didn't get into Durham, because I felt so strongly that I didn't want to go there.
St. Andrews, on the other hand, is a beautiful place, and had a lovely atmosphere (much like Durham's), but is very, very, very isolated, with Edinburgh being the nearest other civilisation, and a 2 hour train journey away. I know I sometimes (but not often) find that Durham can be a bit of a 'bubble', and I'm certain that this must be the case at St. Andrew's, although I'm not sure whether the non-collegiate atmosphere might attenuate this. The fact that all first year students share a room also put me off St.A's (although I did share a room at Durham incidentally, and had a great experience, but that's a different story).
Well there you go, there's my opinions on the places, take 'em or leave 'em...