If your going to be parking in ncp, which I assume you'll want to do if you want to park anywhere near town, then you'd be best off parking in the new car parks by the St Davids 2 shopping arcade.
Evening rates there are much better than say the ncp off Westagte Street even though they are also ncp – I think they're cheaper to encourage people for late night shopping and to the new restaurants.
Failing that you could possibly park on Cathedral Rd and walk in. Easy walk but not guarenteed a space and Cardiff have just this week launched a new parking control scheme (think lots of Council wardens in uniforms prowling the city) which sounds quite strict on problem parkers. 🙂