We know Pembrokeshire well, having spent at least one holiday a year there for the last 30 years. We did contemplate moving there when we retired so looked into it in some detail. I have the impression that there is a lot going on out of season, particularly musically, which is what interests us. There are frequent buses, but rail only to stations quite far apart.
When we were looking at it, we found people very friendly and helpful when we were trying to find out what activities were available.
The weather is interesting - it often gets forecast as rainy, but a strip along the coast seems to have its own micro-climate and to stay dry - you can walk the coast path and watch the forecast rain falling further inland, while you are in sunshine.
What finally decided us against it (as well as the long distance for our children to travel to visit) was the absence of properties that we would have wanted to buy. It was not unusual for a property to be advertised as having sea views, which tended to mean that if you went to the end of the garden and stood on tiptoe, you might just be able to see a glimpse of water over the roofs of dozens of houses! Also the style of the properties was not to our liking, with properties in our price bracket tending to be dingy - except for one bungalow where EVERYTHING was pink - walls (indoors and out) floors, furniture - even the flagstones on the patio!! - yuk!
At the risk of offending Welsh gransnetters, I also became aware that there are quite a lot of rather grey buildings with small windows - since we live in an extended stone cottage with huge south-facing windows and massive vistas, we found that a bit hard to take.
We really did only manage to find one house that we liked, and when we looked into it we found that something unpleasant (can't remember what) was planned for next door.
It is a very beautiful place indeed, and, having been brought up by the sea, has the great advantage of very beautiful beaches - we love it there. But we decided that we would not wish to live there, even though the people are so friendly.