Budapest's entry on the WHS list encompasses a wide territory. I went to all three sections (the Banks of the Danube, the Buda Castle Quarter, and Andrassy Avenue). My visit was in February of this year.

The banks of the Danube are gorgeous. It's impossible not to be awed seeing the Parliament at night on the river. I did a night cruise, and I would highly recommend it.

Andrassy Avenue was a great street to walk down in the afternoon. The Terror House Museum, while not officially part of the inscribed territory, was one of my favorite parts of Budapest.