I book the B&B for the night. When I arrive there I ask the owner to send my baggage to the next B&B and they arrange everything....?

So the next question is....do I walk from South to North, or North to South...?

Possibly not much in it. I did South to North which worked out fine. At the southern end, there is a stretch of 2 miles odd where you haven't got much choice but to retrace your steps because it goes down to the Severn (good view over the river to the bridge, and good introduction to the dyke as well). So I got the train to Chepstow - then a taxi to my B&B (which was a couple of miles north of Chepstow) - then did the 2 miles to the Severn - and then walked into Chepstow for an evening meal and then back to the B&B (which also meant I had 2 miles less to do the next day - and so it worked well). If you did that bit at the end, it might be a bit annoying to have to do an extra 2 miles back to get back into Chepstow.

I remember that Mr Lizard didn't used to like walking towards Prestatyn, and can't say that Prestatyn was nice. But then you can just walk straight to the station and leave.

I don't recall any bits that would be particularly bad if done the other way round - its quite a symetrical walk - either way around day three you hit big hills (Clwydian Range in the North, Black Mountains in the South) - and then lots of ups and downs in the middle. There's some flat stuff from Little Brompton to Llanmynech, which meant that I was able to do what for me was a longer day (21 miles).