Bald Knob I accessed using the hiking trail to the south/west of the ridge, which involved basically walking up a granite slab for a mile to get there. Nice views along the way, and nice views just off the summit, but definitely a lot of development going on up there
Cadillac is a very well-documented peak, so I'll just add that you should park at the entrance and take the free bus to the trialhead of your choosing - don't drive, it's too expensive
Western was the polar opposite of Cadillac, it's a wooded summit with a trailhead on a dirt road with a cul-de-sac at the end, and I saw two other people my entire hike. I loved it. I was struggling because it was mountain number three that oppressively hot day, but I managed to make it through. There's a nice outlook just off the summit for people who want views, would definitely recommend over Cadillac for that reason alone!
Ragged was a delightful hike up from the trailhead on the western side, with a well maintained and gradual trail leading up to a summit with delightful views - would recommend!
Megunticook is a very well documented peak, so I'll just add that your admission to the park also allows you to cross the highway and take a shower in the bathhouse near the shore, just in case y'all want to!