Based on this they will be filming on location August 31 - Sept. 18. Now wouldn't it be convenient if they post information like that for film dates for next year. *tucks link up for future reference* It appears they're running tours of the basements currently. *tucks up plushie dragon, for future fanning*
This site lists that they were at the castle on June 20, 2008 and they were filming then. The fangirl LJ I found earlier this evening lists they were there on June 7, 2009. So they look pretty consistent at being on location around that time of the year. (The first link bemoans that tourists from the UK will be invading in the future because of Merlin. My heart... sings at the thought of running into more fans to geek with. Likely not the effect they were hoping for.)
Not of much real factual information, but here is a video of the main cast talking about the castle.
According to this article, the first episode of season two was being worked on around 5/26. (I wish I could hear the audio of that interview. I'm just greatly amused by Anthony Stewart Head saying "ain't".)
One last link before I head to bed: A Merlin fansite, which contains pictures from the fangirls who are linked above. I'm not sure it's the fansite I'm looking for (read: the one which will tell me when season 2 starts airing), but it's a place to start.