There lot of beauty in south Wales, theres lots of coastal places in Pembrokeshire, Pembroke castle, Tenby for the harbour and boats, Caldy island (boat trip costs a few pounds) then further south the Brecon beacons national park for mountains, carig cennin castle (across the vally is a good shooting spot), the Gower coast is worth a look if time permits. A lot depends on what tipe of thing your after really.
Do take a waterproof jacket though the weather here can change pretty quickly.