Obviously you'll need to visit this area as you already realize and come to your own decision but let me try to provide my perspective.
Sounds like you want to be within walking distance to a station but hopefully you'll have a car also - neither area is South Beach or Manhattan and a car will be necessary at times such as for grocery shopping, doctor's visits, etc.
Answering your question about walking back from the station at night alone esp. for your GF is difficult. While I don't feel that either is dangerous they both border on areas which are seedy so it would depend on what time of night and exactly where one was walking to adequately provide an opinion. Police headquarters is one block from the SONO station though. I'd be more concerned potentially about walking to the Bridgeport station late at night. How close is your office to the station ?
The SONO business area is a smaller, more compact area probably about four square blocks, so restaurants, shops, and clubs are closer together within easy walking distance whereas things are much more spread out in downtown Stamford. Whether either meets your expectations for vibrancy is impossible for me to say. My sense is that coming from Miami both areas maybe a bit disappointing to you from a cosmopolitan standpoint. However the distances between these places is small and except during rush hour only a short drive apart and Manhattan is only 45m to an hr away by train.
You can also consider living close to a nearby station such as East Norwalk or Rowayton which are more residential but still only a 5 min drive from SONO.
You'll also have to factor in the cost of rents which will be significantly higher in downtown Stamford. Check the on-line classifieds to get a sense of rents.
Regarding good RE agents, If you were renting or buying a house I could have offered you recommendations. Most of the better agents tend not to get involved with apt rentals due to the very small commissions involved so just contact a national agency in each city that lists lots of rentals.
Finally if you are planning on walking to the train all year, factor into the apt location trudging through that white stuff that shows up here every winter LOL.