There are multiple train stations in MK, so there are plenty of options, but it depends on how you are most likely to want to access the station. If walking, then as others have mentioned areas like Loughton, Bradwell, Great Holm, Bradwell Common, Heelands, are all within a reasonable walking distance. Most of the other estates in the southwest that others have mentioned would require a car or bicycle. If you don't already know there are tons of cycle and pedestrian paths called redways. This makes cycling a reasonable option, but they can be a bit intimidating at night, they are not always well lit and often have no surveillance from the road or nearby dwellings, something to think about if relying on a bicycle in winter months.

There's also a train station in Wolverton. Very walkable from Wolverton, Old Wolverton, Blue Bridge, Bradville, and Stacey Bushes. Stacey Bushes gets a bad wrap, but it's fine, if not slightly dated in appearance. I think Wolverton is great, but parking can be a challenge.

Then there's the Bletchley train station. Most areas to the west of the train station are nice and walkable to the train, though cycling may be harder in that area.

In general, the west side of the town is easier for train access. As the city grows, traffic is increasing so I think staying on the west side is the best idea.