Hi Jane.
We went to spring water lakes at Harford a couple of years ago and had a great time there. There are four lakes to choose from and the caravan site is good too. It's not a big commercial site, and the facilities might be a bit dated, but they were immaculately cared for when we were there. Give the web site a try http://www.springwaterlakes.com/.
It is about an hour away from Tenby just off the A40.
Atb Steve.