Gnaraloo station is great, but the wind can be a real downer. We opted on skipping the 2 days at Waroora Station and heading straight to Gnaraloo, and regretted it. From the moment we arrived (middle of August) it blew and blew, for 6 days straight.
The snorkeling is good, but find somewhere different to where everyone goes, and you will enjoy it much more. I can't say I was overly impressed with the facilities, given it was $20 per night. The showers were warm but a mere dribble, the curtains were torn and damaged and if you were lucky you could have a shower without getting smoked out.
That said, we did look at a couple of other toilet blocks and they seemed to be in better condition. I would have thought Red Bluff would be much more protected, but it seemed to be just as windy there. Red Bluff is also a great place to visit, but there is much less to do there than Gnaraloo.
The other thing that was frustrating at Gnaraloo was the lack of access to the coastline. You aren't allowed to drive on any of the beaches unless you are launching a boat, and in many places it is a decent hike from the tracks to the water. Not fun when you are lugging a heap of dive/fishing gear. They could do with some better signage too!
Don't get me wrong, its an awesome place, but we didn't have the best of times there!
I did write a heap of information on a blog post - check it out here -
http://www.4wdingaustralia.com/travel-western-australia/3-weeks-up-north-part-2/Aaron