Ive done a number of dives out of west wales.
Of course boat dives do get you to the better sites but there are still some good shore dives.
Martins Haven, as suggested. Ive done mostly boats from here, however i have done a number of shore dives, most people go off to the right of the bay, viz here is generally worse than that on the left. the left is also a deeper dive, think i had about 25m on the left, great viz, loads of life - be careful of the skomer island ferry.
You can also do shore dives from st brides bay, shallow sandy dive, but get amongst the rocks and the kelp on the left of the bay and you will find some huge wrasse.
Stackpole quay - cant say much about it really, only done the one dive there. and it was cr@p, we went right - shallow, kelpy, plenty of floaty stuff, bad viz. Mates went on the left (same time)and said they had one of their best dives ever, still dont know if they were bull shi**ing me.
Try in West Wales divers, Dai or Amanda will tell you where the sites are. Or if you need a dive guide for either of the top two give me a shout.