We were just there a few weeks ago, and we did reserve time slots for Edinburgh and Stirling Castles, Rosslyn Chapel, and Iona.
As our outbound flight was cancelled, and we arrived a day later than planned, we had to reschedule the first three at the last minute. Edinburgh Castle was the only one that had some time slots that were already full two days in advance, but we were still able to get into all three. We booked Iona a few weeks in advance when we bought the 3 Island Tour package, just in case, but it wasn't very crowded.
For Dunvegan Castle and Urquhart Castle, we just did walk-up, since Dunvegan was spur of the moment (we were looking for something to do during a torrential downpour) and we weren't sure if we would actually have time to stop at Urquhart, since we were driving from Skye to Inverness and were planning on a few stops. There was no problem getting into either one of them, but if you know what time you'll be headed to a specific location, it's not a bad idea to book ahead.