I grew up (some would suggest not) in South Wales on the Gower.
I lived within walking distance of reefs, beachies and a swell magnet point break. I guess when you live there you get to score good waves but i had my best surf sessions there and I've been all over the world since looking for waves.
Go to the Gower, stay in somewhere like Port Eynon, or Llangennith - the locals are friendly and they will point you in the right direction.
If its winter - 4mm Wettie, Boots, Gloves and a skull cap - it gets cold.