The investigation of the exciton dispersion (i.e. the exciton energy dependence as a function of the momentum carried by the electron-hole pair) is a powerful approach to identify the exciton character, ranging from the strongly localised Frenkel to the delocalised Wannier-Mott limiting cases. We illustrate this possibility at the example of four prototypical molecular solids (picene, pentacene, tetracene and coronene) on the basis of the parameter-free solution of the many-body Bethe-Salpeter equation. We discuss the mixing between Frenkel and charge-transfer excitons and the origin of their Davydov splitting in the framework of many-body perturbation theory and establish a link with model approaches based on molecular states. Finally, we show how the interplay between the electronic band dispersion and the exchange electron-hole interaction plays a fundamental role in setting the nature of the exciton. This analysis has a general validity holding also for other systems in which the electron wavefunctions are strongly localized, as in strongly correlated insulators.