I'm probably biased, being born and bred in Wales and in particular North Wales so I should really rate these castles as 5 star, especially Harlech (picture) and Conwy, both for their aesthetics and location but all 4 (Caernarvon and Beaumaris the others) are worth visiting.
It's ironic that these castles (so expensive to build at the time they bankrupted the king of England) that were built to suppress the Welsh, are now one of the major tourist attractions in North Wales.
I have never understood fully why these 4 castles alone were given UNESCO WHS listings when there are plenty of equally impressive castles all over Wales, especially West Wales but I'm probably splitting hairs.
Harlech castle is spectacular being high above the coast on a rocky promontory. It's also fairly compact and a classic castle shape, towers linked by curtain walls within a moated area.
Similarly, Conwy sits at a vantage point on the estuary of the river Conwy and dominates the landscape for miles. 
There's not much else to see in Harlech but there are plenty of nice places nearby whereas Conwy is a delightful historic town with some of the oldest houses in Wales still standing.
I would definitely recommend a trip to visit all four castles and experience some of the beautiful landscape that Gwynnedd has to offer at the same time.