In reply to Chloe:
For sport climbing stick to the Gower if you want a seaside location with great views. As mentioned Foxhole and Shipwreck are great, but also throw in minchen hole, watchtower, and trial wall. Take a look at the wiki mentioned above for more areas but southerndown should also be considered.
Bouldering in South Wales is limited outside Dinas, but if you are feeling strong bacon hole is an option.