Cefncoed's 'underground' is the former ash removal tunnel that lay beneath the stean boilers. Its a straight line about 50m long with daylight at both ends.
Rhondda's is shallow cut and cover; not being in a seam or at depth enabled them to include a lot of electrical sound-and-light that would not have been possible in a real mine. It was mainly designed and built by former miners and is worth a visit.
Big Pit has two tours underground in the seams. The tunnels you traverse are a mix of genuine and of rather cramped connections, including a long flight of steps. The guides tend not to explain what is genuine and what is links put in the the museum so I suspect that many visitors emerge with an innacurate impression. As well as the real underground, Big Pit also has a shallow cut and cover. Like that at Rhondda, it has a lot of electrical sound-and-light that would not have been possible in a real mine. It is rather good and well worth visiting during a trip to the museum.
Personally, I find the Rhondda and Big Pit cut and covers to be better than the real underground workings at Big Pit, which are dead and lifeless, with no noise and plentiful evidence of long disuse (feels like Cwmorthin in places!). The Big Pit cut and cover wins over the Rhondda one by a nose in my opinion. The Dosco heading is good, but best of all is the 1960s gate and face - listen out for the cynicism and swearing on the sound track! This bit comes about as close to the real thing as you can get in a museum, I suspect...