Amsterdam is great - plenty of historic buildings, very friendly and the canals make it a bit more unusual. Most of the people seem to speak English too. I'd rather stop off there for a couple of days than in Brussels. Gent is also nice. Bavaria is a good idea but it's a long way out of your way if you were planning on visiting the UK, Netherlands and Belgium.

Plenty of castles in the UK too of course, Warwick, Bodiam and Caerphilly spring to mind immediately and Norwich might make a nice day trip from London (castle, cathedral, medieval streets, lots of 18th/19th century architecture).

I haven't been to Dusseldorf, so I might be misjudging it, but my feeling is that you should go straight from the airport to Cologne and overnight there before moving on the next morning. I don't think there's enough there to keep you occupied much longer but there's plenty of decent places to eat and it's well located for going elsewhere. Or you could leave your luggage at the station for the day and take an overnight train out - only really to be recommended if you think you'll sleep ok on the plane, two low sleep nights in succession won't do you much good and most people don't sleep brilliantly on trains.