I stayed in the Royal Adelaide Hotel a lot when I was working down at Heathrow. It's a nice hotel, 10 minutes walk out of the center (you can walk down the Long Walk in Windsor Great Park into town) and is pretty good value considering its location.
If you're on a budget, there's a Travelodge next to the station, the beds are damn comfy, but its basic, also, there's no hotel parking, you gotta stay in a local NCP, which was 20 odd quid overnight a few years ago.
I love Windsor though, great place to spend some time.