The best boulder venue in South Wales is Dinas Rock near Glyn Neath. It's well documented on
www.swbg.co.uk. There will hopefully be some video of the problems there going onto the site in the new year.
Ogmore is pretty good with a few decent bays. These are also well documented on the site.
Depending on how hard you boulder, Foxhole in the Gower has some really strong problems.
Other than these places, it's mainly Sandstone eliminate bouldering in the area, but we are on the lookout for new stuff. Jonboy (a user of this site) in particular seems to be investigating the Gower coastline. If you find anything of note, please let me know.
Kev