The issue I have with this site is that it's never really clear when you're actually in a World Heritage area - the designated spots are not distinct enough from the rest of the city. You don't really need to do anything special to see the WHS areas - any normal tourist will go to at least a couple of them. And I don't really see their significance.

Still, Rio is a fascinating city and certainly worth visiting. You'll never regret going if you haven't been before!