I have played Wallasey and it is worth it but no more so than going into North Wales ie. Nefyn and District, North Wales GC, Conwy (hosted Birtish Youths and Home Internationals in the past) all of which are very good and within 45 mins to 1 hours drive of Liverpool.
You might also consider going slightly further afield and trying Royal St Davids at Harlech which is a lovely course and regarded by some as "the toughest par 69 in the world". The course is about a 2 hour drive from Liverpool.
In terms of the lesser known courses in the area, try Sandiway which is very good, Portal in Cheshire, if you go into the Lake District Seascale is worth a look, Beau Desert in Staffordshire, Heswall on the Wirral which has spectacular views of the Wirral Peninsular, a few years ago I would have said Warrington but they have made a complete pigs ear of the 18th hole (it is almost a case study on its own of how to ruin a once-great par 5), St Annes Old Links which many prefer to its neighbour Royal Lytham !!!
Hope this helps