The Pembrokeshire coastline was rated second in National Geographic's Top Rated Coastal Destinations for good reasons. As one of the expert panelists commented: " Magnificent protected coastline from both ecological and geological perspectives."
Freshwater West and Newgate are good starting locations for adventurers. If you're a surfer, Fresh is a huge beach with large peaks along the main beach and good breaks in the smaller bays to the south. (The beach was featured in the latest Harry Potter film.)
Coasteering, scrambling up a cliff wearing a helmet, a wetsuit and life jacket, then jumping into the whitewater surf, is popular here. St. David's is the starting point for many of the coasteering trips.