Plas y Brenin is always worth a look too. The only problem with Welsh winter is that you might turn up for the course to find there isn't much of it or you have a monster walk in to get to it. IMHO you are much better placed making the journey to Scotland for the week (Glenmore lodge do lots of courses) or waiting for the summer and enjoying the conditions in the Alps, where a cable car takes you directly to the snow!