I'm from Carmarthenshire which is nestled between the Gower and Pembrokeshire so I'd highly recommend going there.
The Gower is stunning and it's not too far from the M4. But from London will take about 4 hours.
But there are some stunning coastal path walks.... the same can be said for Pembrokeshire.
http://www.walescoastpath.gov.uk/explor ... walks.aspx
Not far from there along the coast is the Wetlands centre, similar to the one in Barnes...
http://www.wwt.org.uk/visit/llanelli/
A bit further away there is an old castle which is falling down a bit now but is perfect for the children. I spent many a Sunday afternoon playing hide and seek there with cousins.
http://www.castlewales.com/carreg.html
There is also a Castle as you come in to Wales which is a bit more modern
http://www.wales360.co.uk/castell_coch/
Head an hour and a bit down towards Pembrokeshire and kids will enjoy..
http://www.folly-farm.co.uk
http://www.treetopstrail.com/pembrokeshire/contact.aspx (loads of fun)
http://www.oakwoodthemepark.co.uk
However, if you did fancy it there's a family place down in Pembrokeshire that is popular... it's a bit like Centre Parks...
http://www.bluestonewales.com/content/r ... tAodL1IAAw
That's a lot of information to take in!
Happy holidays, or as we say at home, Gwyliau Hapus!
Nia