Wengen is a beautiful car-free village in the Bernese Oberland, on a sunny shelf beneath the Eiger, Mönch, and Jungfrau mountains. Mürren is a little more peaceful and probably better for hikers. Grindelwald is larger, with more lifts up into the mountains and more things to do in general, but Wengen strikes a nice balance for a lot of people. If you end up spending a few days in Wengen, you’re going to be happy with your choice.
Wengen is easy to get to. If you’re driving, you’ll park at the large parking garage at the station in Lauterbrunnen, and will come up by train. Everything is in walking distance along one main road. The Männlichen cable car takes you up to a fantastic viewpoint on the ridge above town, and the train to Jungfraujoch also leaves from here. From Wengen itself, you have lovely views down into the Lauterbrunnen valley and up to the snow-capped Jungfrau mountain.