Must do in Pembrokeshire Pembrokeshire is a magnet for walkers, nature lovers, foodies and families. Discover where to go. Coasteering Wales Take the plunge and experience coasteering in Wales for the ultimate aquatic adventure. Pembrokeshire Pembrokeshire has more award winning beaches than skyscrapers & more coastal walks than taxi queues. 4 walks in Pembrokeshire Four fabulous strolls on the Pembrokeshire Coast Path. Pembrokeshire Coast NP Discover the Pembrokeshire Coast National Park.