I've lived in Melrose for the past 7 years and think it meets most of your requirements. If you don't care about being close to Boston, then some other town may be a better choice.
Melrose has:
- A nice, walkable downtown with some unique shops and a few decent restaurants (it's a little on the small side, though).
- Ell Pond, Spot Pond, and the beach (20-25 mins away).
- Very safe -- tiny amount of petty crime. We leave our cars unlocked and I left the keys in the door last night

- Route 1 has most stuff you need and don't want downtown. There's also square one mall and north shore mall not too far away.
- Solidy middle class population. If you want pervasive affluence, you'll be disappointed.
- Plenty of places to take a nice walk. I know of several options for Yoga/Pilates, though I am not into it. There's a decent YMCA downtown. There are several community events put on downtown each year, e.g. Victorian Fair.
- Not too much taffic. There can be some getting to/from the highway.
Other good things:
- Several commuter rail stations and close proximity to Oak Grove Orange Line station.
- You can be parking in downtown Boston within 15 minutes on a good day.
- It may be cheaper to live here than nearly any other town so close to Boston that meets your requirements.