We stayed at Fishguard lower town (someone else's snaps - second pic down is the pub we went to). The old harbour is quite untouched by time, they filmed Under Milk Wood and Moby Dick there.
My most memorable experience was dolphin-watching, which was much more intense and close than I had expected.
We booked with a company called Voyages of Discovery (in St Davids, booking details here) who take you on a little launch into the Irish Sea. You go out at top speed, which is exciting all in itself as the boat jumps up and smacks down after each wave. You are right down by the surface of the water.
Then when the dolphins come they escort the little boat, rushing alongside you. It's absolutely fantastic. There were dozens of them, as close as you could touch with your fingertips. And the bright sun sparkling off the spray, and they are leaping on every side like mermaids. It was like being in Story Land.
The dolphins, I think, recognise us as creatures of interest. They would come right alongside and then tip their heads so their eye comes up out the water, and you are looking into this utterly alien eye, and he's looking at you, as close as a person. Some of them were doing stunts, for instance swimming on their side with one flipper waving in the air as they shoot by, as if to say 'Hey, check this out!'
But I wouldn't be surprised if a thousand years from now they discover that dolphins give out some kind of psychic joy-rays or something. Because one's whole mind becomes flooded with happiness. I could imagine that it would be adaptive for a social animal that can't groom, to have some sort of (perhaps sonic) social happy-signal. It's impossible to say, because obviously to be with a load of happy dolphins leaping about is joyful in itself.
Anyway, I'll never forget this experience, and I hope I remember it next time I get gloomy.