Welsh sport is all rugby, rugby, rugby, isn't it? So what was Marc Evans doing playing baseball in Pembrokeshire? And was he more like Babe Ruth or Ruth Madoc?

I've got some bad news, son," my dad said, ominously. "Your cousin's been researching the family tree and we've got Welsh in us!"

As surprises go, this one was hardly major. Our surname's Evans, for crying out loud. Anyway, what's so bad about the land of my (fore)fathers? A week in Pembrokeshire, taking in the beautiful West Wales coast, has convinced me that it's all good.

I must confess, this wasn't a search for my roots - we only decided on Solva, a lovely little harbour village near St David's, as a holiday destination because all the suitable cottages in Cornwall were booked up in mid-September. My wife blamed Gwyneth Paltrow and all the other celebs for making Cornwall so fashionable (but then, what can't you blame on Gwyneth Paltrow these days?).

As it turns out, West Wales gives you similar rugged scenery and beautiful coastlines to the South West of England, and you don't have to pay celebrity chef prices for the delicious seafood.

And our cottage, Carreg Llwyd, was a cracker - a real home-from-home, with almost every conceivable kitchen gadget, a wood-burning fire and shelves of quality books (which you could post back if you hadn't finished reading one before the end of your holiday. Nice touch).

A short walk down to the harbour brought a welcome blast of ozone and a pleasant surprise - a sign saying one of the fishermen sells dressed crabs and lobsters straight from their house, which just happened to be opposite our cottage. Result.

A trip into St David's (officially Britain's smallest city) gave us the chance to see its spectacular 12th century cathedral and the opportunity to buy the only advent calendar with a proper Nativity scene that I have seen for years. Not that I particularly wanted one, but it's nice to know that they still exist.

Of more interest to me were the fantastic ice cream shops doing a roaring trade on a warm afternoon. Next stop, it was time to explore the beaches. Beautiful sands, crashing waves proving popular with the packs of surfers and, because the kids had gone back to school, plenty of space.

The next day, with the skies greyer, we decided on a bracing walk along the cliffs from Caerfai back to Solva. There was a steady drizzle, which is obligatory at some point during any holiday in the principality, but it didn't spoil the views.

There's nothing like the sea air to build up an appetite, so when we got back, it was time to get our teeth into some freshly dressed crustaceans. Fellow fans of TV comedy My Name is Earl will hopefully forgive me for wanting to burst into this fisherman's home with a hearty: "Hey, Crab-Man." And I would have, too, if Crab-Man hadn't turned out to be a woman.

Her wares were pretty good though - brown crabs and spider crabs (no lobsters today) for about £6 a pop. Delicious. Food lovers would also be wise to pay a visit to Cwtch (it means hug') in St David's. I'm still dreaming about the scallops I had there.

Now, the wonders of nature are all well and good, but sometimes you need some man-made thrills. So the next day we took the half-hour drive to Oakwood Theme Park, near Narbeth, to experience, basically, the Welsh Alton Towers.

I'd forgotten how much I enjoy these kind of places. And, because it was outside the school holidays, the queues were virtually non-existent. Oakwood has plenty of white-knuckle rides, including the wooden (literally) Megaphobia, Hydro (guaranteed to leave you drenched), Speed (a flip-you-upside-down roller coaster) and the 160ft drop Bounce.

There are also more sedate, but equally enjoyable attractions, such as mini-roller coasters, water slides, bobsleigh and pirate ship. There's also an indoor family entertainment centre and rides for toddlers. Really great fun. As if Oakwood hadn't helped me regress to childhood enough, a trip to Heatherton Sports Park in St Florence, near Tenby, really brought out the big kid in me.

Admission is free - you only pay for the activities you use. And for me that meant stepping up to the plate.

I'd always wanted to have a go in a baseball range - one of those cages you see in American films and TV shows which fire 30-odd balls at you to whack at five-second intervals. I tried not to look too indignant when the man in charge asked me if I wanted the softball or baseball version. I was here to play hardball. So he gave the bat, gloves and helmet and hit the button.

The first 10 balls, I barely saw, let alone hit. My dreams of finally getting that lucrative contract with the Boston Red Sox were rapidly fading. Eventually, I got my eye in enough to actually put bat to ball. And, let me assure you, smashing one for a certain home run (in my view, at least) is extremely satisfying.

Heatherton is also home to laser clay pigeon shooting, archery, an air pistol range, go-karting, horse riding, coarse fishing, paintballing, bumper boat racing (a bit like dodgems on water), a Robot Wars-style pit, and lots for the golfer - pitch and putt, mini-golf and a driving range. There's also a play zone for the smaller kids. Every town should have a place like this.

Unfortunately, due to our catching the tail-end of Hurricane Gordon, our plan to go on one of Pembrokeshire's many boat trips - which include voyages to nearby Ramsey Island to see seals - had to be cancelled. So it was back on with the walking boots.

We drove to Porthgain where, after a delicious lunch of bouillabaise - full of local mussels, prawns and fish - at acclaimed restaurant The Shed (fortunately they told us that one portion was enough for two), we set off on a walk to Aberreidy.

We were told we may be able to spot seals and we weren't disappointed - an amazing sight from our cliff-top view.

We also came across the Blue Lagoon' - not Brooke Shields's old stomping ground but a former slate quarry in Aberreidy with unnaturally blue water. And despite the water being cold enough to numb your nether regions, we managed to take a bracing dip.

All in all, a cracking week. Enough to make me proud of my new-found Welshness.