In reply to Purple:
Vauxwall is about 20-25 minutes on the tube (with one change).
Mile End is about 25-30 minutes away on the tube (no changes but a short walk at Mile End, included in the travel time).
Castle about 25 minutes on the tube (no changes).
Vauxwall is smallish but modern and well designed. Mile End is large but a bit more rambling and old-school (though has had lots of recent development work).
Go to Vauxwall for a quick training hit and go to Mile End if you want to have a bit of a play/explore or get stuck into some really technical/crimpy stuff.
Both are worthwhile IMO.
I can't comment on Castle as I've never been, but plenty seem to like it.