Yate's alright if you want mile after mile of 70's housing. My mum lives there; I'd never move to the bloody place (not 'cos of my mum). Chipping Sodbury (next door to Yate) is OK, with easy access to Bath (for the rugby).
If you're going to work in Filton, Southmead is next door and rather nice; if you seek danger & find it exciting - personally, I'd avoid it like the proverbial plague. Further out, Henleaze is OK, specially nearer to Westbury Park, 'cos it's furthest from Southmead!
If you are a climber (as I once was), there's some good climbing in the Gorge, and an excellent climbing wall at St Werburghs, in the old St Werbergh's church. Worth a visit.
If you're more of a social climber, you'll want Tyndall's Park or Clifton.