In reply to NorthernerDownSouth:
One vote here for spending a morning on Tryfan Fach, if you're climbing as a three - you won't annoy anyone or risk embarrasment (everyone else there will be there for similar reasons), and it's a nice angle. Plus it's only ever two pitches, so while you're learning a few of the tricks you won't have to suffer for too long, and there are normally whacking great ledges to belay on, so standing around as a three won't be too hard.
Once you've got bored of that, something on Tryfan or the Idwal Slabs would be pretty cool, I'd have thought.
I went to north Wales to learn to climb outdoors with friends who were in the same boat, and we started as a three on Tryfan Fach, more or less making it up as we went along. We did a couple of the severes on Tryfan Fach that same weekend (although it's worth noting they're a soft touch). Looking back I can see that we made some errors, but I don't think we were ever unsafe. If you're used to building belays at the top of climbs, you'll be okay building them halfway up (unlike us, belaying off single nuts...)
We also scared ourselves silly on the sub-Cneifion rib - we were a bit over-confident and hadn't considered what happens when you're out of sight of your belayer. Oh, and also that a 35m single might not be ideal for a team of three unless you're good at throwing.
Have fun - wherever you go you'll be fine!