This hotel is a good option even if it is only for one night. The setting on top of a hill overlooking Windhoek is hard to beat and breakfast or lunch on the terrace are sure to be a memorable experience, both for the views and for the quality of the food. However, we ate dinner at Leo's (their on-side restaurant) where the service was painfully slow and the atmosphere a bit formal for our liking. Just getting drinks took almost an hour which, after many hours of traveling, tested our patience. On the other hand, the food was good. We had the Springbok with Red Cabbage (highly recommended in reviews). Although the meat was a culinary treat, the Red Cabbage was way too sour so a different side might be a good choice. It is important to make reservations for Leo's upon arrival since dinner is a lengthy affair so there are hardly any 2nd seatings. I would recommend eating there when you are rested and not on the day of arrival.
We stayed at the Heinitzburg on two different occasions. During our second stay we chose to go to the Stellenbosh Wine Bar for dinner which is located just outside of town. No regrets there and the hotel will gladly arrange for a taxi. Make sure you have reservations.
Both rooms we stayed in were wonderful and well appointed and the hotel staff bends over backwards to accommodate their guests. We had a comfortable king-size bed with down duvets, a sizable sitting area, and a bathroom with all the creature comforts including hair dryer.
The pool is nice, on the smaller side and much to our surprise not particularly warm. Be sure you wear footwear since there are only a few tufts of grass surrounding it and, during the rainy season, it can be a bit muddy on the way there. Ask the desk for pool towels when you check in since there are none at the pool itself.
Distance to downtown is walkable but it's not exactly close (20+ min depending on fitness). You might consider a taxi, especially on the way back since you will be walking uphill. It is very safe during the day but definitely opt for transportation after dark.
The Heinitzburg should definitely be a preferred destination while in Windhoek, the setting alone is worth it and who doesn't like the idea of staying in an old castle without giving up comfort?