If you're not in a hurry, it's a spectacular road. When we first started traveling to Scotland in the 1970s, it was a single track road with passing places. Try to imagine that as you drive along. Glenfinnan is okay if you're interested in the history of the second Jacobite Rebellion. Otherwise, give it a pass. However, if you are a train buff, or a Harry Potter fan, and you're in the right place at the right time, you may be able to catch a glimpse of the Jacobite steam train as it passes over the Glenfinnan Viaduct.
After you leave Glenfinnan, you'll pass along the north shore of Loch Eilt. If there has been a recent rain, you'll see small streams cascading over the cliffs to your right (assuming you're heading west). The road becomes even more scenic after you pass the turnoff at Lochailort. You'll next pass Loch nan Uamh, where Charles Stuart landed on the start of his failed campaign.
I'd recommend getting off of the A830 at Arisaig and following the B8008 through Arisaig, and as far as Camusdarach Beach, where you can get some wonderful photographs. There is a path that leads through the sand dunes from the car park at Camusdarach. It brings you out to a beautiful beach, which is divided by a rocky outcropping that contains some really delightful rock pools. Camusdarach Beach was used for the setting of Ben Knox's beach in the movie "Local Hero."
However, before you reach Camusdarach, there are some other charming beaches from Arisaig northwards. It's worthwhile taking some of the small side roads to get closer to those beaches. These are some of the nicest beaches on the Scottish mainland.
The B8008 rejoins the A830 just before the turn off for the village of Morar. Again, this is the place to be if you are in to trainspotting. The Jacobite, and all of the other trains on the Fort William to Mallaig line, have a halt at the Morar train station. You can get some really good photos there. Get a copy of the train schedules before you leave Fort William.
For a further adventure, there is a small road out of the Morar village road which will take you out to the hamlets of Bracora and Bracorina. From there, you'll have a chance to see the west end of Loch Morar, which is the deepest freshwater lake in Europe, and supposedly the home of Morag, Nessie's cousin.
If you're overnighting in Mallaig, and have time to spare, there is a great hike from Bracorina to Tarbet, along the north shore of Loch Morar. Unless you want to backtrack, you can catch the 3:30 boat out of Tarbet, which will bring you back to Mallaig via Loch Nevis. The hike is about five miles, and the path is well defined.
Mallaig, the end of the A830, is a charming little town which doesn't get nearly enough praise in the guidebooks. If I could choose one place to live out the rest of my days, Mallaig would be it. It can be really overcrowded when the Jacobite disgorges its passengers, but once the crowds have gone, there's not a nicer place to be.
To answer your question, if you really want to enjoy the "Road to the Isles," go slowly, stop frequently, and enjoy.
"It's by Shiel water the track is to the west
By Ailort and Morar to the sea"
from "Road to the Isles," by Kenneth Macleod