It depends on which attraction you are going to. Generally speaking, I don't recommend the explorer bus given the costs, and that quite a lot of places can be walked to. There are also normal local buses which you can take. Jenolan Caves is quite a bit further away. It's worth the trip if you like limestone caves, but there are also plenty of places with caves in south east asia so it's really up to you.
Scenic world and three sisters, that's about it. After these two, open to explore other areas in blue mountain.

