i think they are all great photos, personally, but really love the second one, with the opening of the slide (is it a slide?) framing the lad in a really nice way. I like the balance of the photos.
I agree with the other comments on the castle to make it feel a bit more of a personal touch as it feels a bit like a publicity shot. The difference a clear sky makes though! I was in caerphilly for work last year and tried to get some shots, but the dull grey sky left the whole set of pictures i took feeling really flat. I didnt try converting to B&W though, which having seen how nice yours came out, i might now try.
By the way, if you do head back there, try and head up to Castell Coch. It's a bit difficult to find a nice angle to shoot from (at least it was in the soggy conditions i visited in, not wanting to slide helplessly down the steep hill) but its a lovely looking structure, a bit like a folly, high up in the hillside.
edit: the photo below is not mine, its just taken from a Google Image search.