As a Welshman living in Swindon I feel your pain :)
Check out the infamous woods behind nationwide[/url] for starters, it's not Afan but it's a great trail making the most of what they have there.
The ridgeway is alright too and cwm carn is only about an hour and a bit away.
MBSwindon have regualar rides (Fridays I think?) and RedPlanet cycles also do rides from the shop.
West Woods near Marlborough is sposed to be good if you're after something a bit more "gnarl". Heading down there on Saturday with MrNutt, you're welcome to come along.