I don't know any proper off road stuff up that way, but the coastal path is lovely if you want a nice chilled out ride. It passes through most of the coastal villages so lots of opertunities to stop for food etc.
I've walked most of the coastal path and ...dy lovely it is too. The southern stretches tend to be a mixture of bridal ways and footpaths but the northern sections are all footpaths. The northern sections would present some challenging riding though.
HOWEVER there's a pretty good bridal way network over the Preselis including a 20K east / west route that looks fantastic and as I've had the offer of being dropped off at one end and picked up at t'other.......... bliss
I once kicked some Welsh arse in the Preselli Mountains (was a few years back). Ride based from Rosebush. Contacted the local bike shop in Haverfordwest (Mikes Bikes?) and they put me in touch with the guy that organises regular group rides.
Preseli Mountains provided a smashing ride. Weather good, wind in the right direction, scenery fantastic, peat bogs wet and deep. Will post a pic when I get back home. Seems to be some good riding around here - just not enough time.