The Japanese Castlevania III is definitely worth having. Better music, some impressive graphical effects not in the US version, some enemy variations, gameplay difficulty's a bit more balanced, and there's nekkid statues and strong religious imagery that was removed from the US release. I believe the first game is essentially the same, save for seeing a "now loading" screen since it was a Disk System game. I don't remember the music or anything being any different.
Castlevania II sounds worse. I don't know if there are many other differences. I'm guessing the US version is the superior one if simply for the better sounding tunes.
Castlevania IV is uncensored and definitely worth having/playing.