For the last few years, we have camped at Howleston holiday park overlooking the bay at Little Haven (tourist info). A moderate cliff walk takes you down to Little Haven that has little save a few pubs and a pleasant beach. A longer walk (or tricky drive) takes you through to the slightly more developed Broad Haven (tourist info) which had a handy Londis store (to supplement supplies from Tesco in Haverfordwest (tourist info).
Unfortunately, the park closed down (or at least the field we were using stopped being available) at the end of 2006. A new site was found for 2007 which we missed out on (no camping last year because of my bad back).
The new site is the South Cockett Caravan & Camping Park located just a little above Broad Haven.
[The park] is situated in the heart of Pembrokeshire South Wales. The site is family ran, and offers a warm and friendly welcome to all visitors.
Where The James Family (Esme, Will & Steve) personally supervise and maintain the high standards that South Cockett is renowned for.South Cockett is set in very pleasant rural surroundings with tree lined hedges, level and free draining with good access.
The site is very nice indeed and we had a good pitch with decent facilities. It does seem to be a rule of all camp sites though that toilets are always located nearer to caravans and motor homes than tents.