its worth taking your spinning gear . i see alot of people spinning of tenby harbor wall at high tide and also see alot of people spinning from a little rock mark to the right of the harbor wall . i ve fished it once with a spinner and blanked.
Try around the corner from Saundersfoot which isn't far and the beach is good for the family too. Some nice reefs to fish for bass. You can also fish from Saundersfoot Harbour wall at high water but I am not sure how good it is. Follow this link to see what I caught last night at the spot I mention above: http://www.worldseafishing.com/forums/showthread.php?t=195702