Buy a wetsuit!
I live in Pembroke and there is naff all I'm afraid…bits and pieces, but nowt worth leaving home for! And the dirt hold water like no other, still sodden weeks after rain…sorry.
A lap of Llys y Fran reservoir can waste an hour, bimbling round the lanes of Strumble Head is a pleasant afternoon in the summer.
I work for the National Trust and there is access for bikes in our wood around Stackpole, but see my comments on the mud^. I'm trying to get some project funding to sort the trails out there…
Otherwise head for Brechfa (takes just over an hour).
What you moving here for? It's a very nice place to live but you may need a new hobby/sport, as I said, buy a wetsuit, learn to surf, and I'll take you coasteering!
Email in profile if you wold like any info on where to live etc…