In reply to gabull:
There are several ways of getting into trad. Being with someone who knows what they are doing is probably the best way. Being a second for a while will help you understand what and how to do things, give you familiarity with types of rock and be able to gauge your level. Being a second will also open up more venues, closer to home than say N wales.
Also going with others shares the cost & effort, while increasing the fun and experience.
Find people to go with, if they know what they are doing, they'll be able to guide on the best places to go.
There are proffessionals who for a fee will offer proffesional and qualified instruction. Which if your stuck in a world of inexperience might be a good idea.
Other than that, be very careful to start with! And continue to be careful after.
Venue wise, go for a bit of effort and pick friendly venues and rock types.
Limestone (eg dorset, bristol/wye valley) tends to be a more serious proposition with less reliable gear than say, gritstone (Peak moorland - stanage, burbage, froggat etc). Wales has a multitude of rock and cliff types to pick from.
Be sensible, be safe.