As a guide, I think Colwyn Bay to Llandudno Return is about £3.50, with the 12 bus every 12 mins during the day and the 14,15 every 30 mins. Buses from Colwyn Bay to Conwy (14, 15, 27) are a little less frequent but still ok. Going to Rhyl, the 12 bus will take you straight there and runs every 12 mins during daytime weekdays.
If you're staying for a few days, the Arriva Weekly Pass would be a good idea at £17.
Going from Colwyn Bay to Rhyl, the train is much quicker but a pound or two more.