Around the headland from St David's lies Dale, an attractive village with a sheltered bay that makes it ideal for sailing and other water sports; you can get lessons in anything from windsurfing to power boating.
Half a mile across the St. Anns Head peninsula is West Dale, where Henry Tudor landed in 1485 before defeating Richard III at the Battle of Bosworth. You can certainly appreciate how sheltered Dale is from here - the winds can really get a fair lick up and there is a real desolate feel.
There are a number of tucked away bays along the Pembrokeshire Coastal Path around St. Ann's lighthouse worth exploring. Dale has a few B&B's as well as a country house hotel and, most importantly, a good pub.
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