As a resident of Germany, I decided to grant myself this check only after I made it to all 3 German components. And that day is finally here! Here is a collection of my experiences and thoughts: 

Baden-Baden:
I got here the Spring after inscription and we had absolutely perfect weather with the first flowers of Spring everywhere. Unfortunately the historical spa house was closed for renovations, but the other inscribes buildings around the river were open and I found the whole setting very pleasant. During our stay we walked along the river to the Lichtental monastery, which made for a great daytime experience. On another evening we took the Merkurbergbahn up for the view and watched the sunset. It was a lovely and very active city, but not too big. 

Bad Ems:
We went here last year right as Autumn was starting and were surprised at how small, quiet, and fairly rustic this town is. The surrounding area is quite pretty, there were multiple trails up into the hills I unfortunately didn't have time for. The famous 4-Towered house had only recently burned partially down, so there was a large cordon area filled with burned refuse. Thankfully the UNESCO-inscribed building had not been affected. The park was small but lovely, as were the theater and performance hall accessible for a small fee. 
Unfortunately, while I found the place very aesthetically pleasing, it was what some people would refer to as a dead/dying town, with many buildings and shops closed, empty, and locked up. There were surprisingly few options for eating out and many places only took cash, and this was several years after the start of COVID. 

Bad Kissingen: 
Just finished a short trip here. This one was the one I had the least expectations for, since this is in a part of Germany I honestly never had much interested in, and it is quite a ways away from any other major places I recommend visiting, whether they be UNESCO-connected or not. That made it all the more surprising to find the place just as (relatively) big as Baden-Baden, though the restuarants here fill up QUICK, so if you don't like pizza make lots of reservations. Like the other two spots, there are plenty of natural attractions and options for hikes and the like. The inscribed buildings connected to its glory days as a watering hole for late-stage German nobility are bigger, more expansive, and (I find) more beautiful and interesting than the specific inscribed spots in the other two German locations. The drinking and concert halls are very pleasant to just walk through and this was the first time there were people there specifically to explain the importance of the springs and what the different minerals from different source waters are good for. I genuinely could picture Bismarck and assorted Bavarian royals walking around the same halls we did a century and a half prior. 

All in all, Bad Kissingen as such surprised me by being the best out of all 3 spots strictly in terms of the "Spa Town" inscription element. This was the sort of place that captured more of the OUV than the others did, at least for me. 

Bad Kissingen also takes the cake for me as far as the modern thermal baths go. We went to the modern bath facilities in all 3 towns, but Baden-Baden and Bad Ems were ultimately not as memorable. 

While I had the best nature experience while in Baden-Baden, that was more due to luck of the weather. In terms of natural settings and options for things to do, the three cities are pretty much even. 

HOWEVER, Bad Ems has one very distinct, and not wholly dismissable, advantage- it is incredibly well-located near a slew of other German WHS. A few of the trails take you to a couple of out-of-the-way Limes sites. It is just a short train ride from Koblenz, which is the upper end of the Romantic Rhine Valley inscription. At the south end of the Rhine stretch is Mainz, which includes one of the SchUM sites. And just northward of Koblenz is Cologne, which is, of course, home to the Cologne cathedral. So that is 4 other WHS, plus Bad Ems itself for 5, that can be combined quite easily into a manageable timeframe, as this whole stretch between Mainz and Cologne, with the Rhine valley and Bad Ems in between, is very very doable and affordable with the train system, and is also fine if you're driving.

BUT, if you have even MORE time; Cologne offers easy jumping off to the Zollverein in Essen, the Aachen cathedral, and the palace residence in Brühl, while from Mainz you can easily reach Darmstadt (Mathildenhöhe Artist Colony), and from there the Lorsch Abbey, the Messel Fossil Pit, Speyer cathedral, plus the remaining SchUM sites (Speyer and Worms). 

So if you get really creative and aren't picky about seeing EVERY part of some multi-site inscriptions, picking Bad Ems as your German Spa Town can easily be rolled into visits to as many as 12 different German WHS, which kind of blew my mind when I drew it all out. Baden-Baden offers car rides of under an hour each way to Maulbronn Monastery and Strasbourg, but that's really it. Bad Kissingen offers hour-or-less drives to Würzburg and Bamberg. It all depends on what you want to prioritize. 

All in all, making it a point to visiting all 3 German spots was quite fun and offered more than a few surprises. The other Spa locations are not high priority for me going forward, but after being positively surprised by Bad Kissingen I will certainly be more open to them than I was before.