If you are an active type then there are some great coastal walks and plenty of opportunities for sea canoing and coasteering. Whitesands beach is fabulous for body boarding and the waves are wonderful... no rocks either!
In St David's there are some superb restaurants and pubs to choose from for a cracking evening meal.
If you are a little less adventurous then St Davids Cathedral is a lovely way to spend an afternoon soaking up the history, especially if you finish off with a cream tea!