Have you been and looked at each one?
Durham is very different to Exeter as it is a collegiate city based uni, whereas Exeter is a campus uni.
I took my daughter to an offer holders day at Durham yesterday and I really loved the college aspect of it - I think the colleges offer much more of a community feel and I love the idea of each college having their own social spaces - bars, common rooms etc. So many more events as well that are specific to each college - dinners, balls etc. I think it provides much more of an opportunity to make a wide range of friends rather than when you're simply in halls.
Exeter is obviously a lovely uni too and I really like the city there - feels nice and safe, as does Durham.
Try and get on one of the offer holder days - I don't think you can appreciate the value of the college system without visiting.