Pembrokeshire sits at the far south-west tip of Wales, coastal on three sides, with a good tradition of Welsh section breeding alongside its farming and its famous National Park coastline. It is a genuinely rural county, and buying here often means the same thing it means elsewhere in west Wales — small farms breeding a few ponies a year rather than commercial studs, so you are buying from someone with real, direct knowledge of the pony.
Being at the end of the country has consequences: it is a long way from the Midlands, the south-east or the north, so most buyers viewing here are either local or committed to a proper day trip. Factor transport into your budget if you are coming from outside Wales, and ask for a good video first so you are not making the journey speculatively. Coastal grazing can be exposed to salt winds, and ponies used to it are usually hardy and unfazed by weather.