My impression of this site was personally 5-star, but I'm also relatively new to UNESCO sites and may not have a great standard for comparison.
I had just quit a job in Saudi Arabia and asked that my visa remain open a bit longer (since I'd never get one again), and immediately set my sights on Madain Saleh (the actual Nabatean part of the site). Getting there was not easy, especially since you need to somehow first get a Saudi visa - good luck if you're not on Hajj or an oil/diplomatic worker. A site visit permit was also required back in 2010.
From Riyadh, I flew to Medina, rented a car - carefully avoiding the Haram area where non-Muslims can't enter - and headed north. Or, that was the intent, since a white guy driving alone is uncommon enough that the National Guard stopped me while they figured out what to do. After a confusing phone call with one guardsman's brother, I learned I'd need a police escort to continue driving to Al-Ula, where the site is located. One hour and a lunch break later, I was following a rotating cast of police cars for the next four hours.
Once in Al-Ula, things were still weird: I couldn't leave my hotel "for my safety". At least the tour itself was wonderful: a personal guide met me at the hotel and we drove off to the site. Got to visit all the high points throughout the largely empty area: the Nabatean necropolis and surrounding rock formations, Al-Ula's abandoned old town (my guide used to visit in his youth), and the old Hejaz rail station through which pilgrims used to travel back in the days of Ottoman control. The cherry on top was a sunset tea and chat on a promontory where you could see most of the site.
Totally worth the out-of-the-way journey, and possibly made more memorable by how difficult it was to get there.