Long post about driving to and around Wales ...
We are back to your first post. It really is not that bad connecting to the M roads from Heathrow. (M roads are the British equivalent to our Interstates.) There is an oval road that circles around Heathrow and you connect to the M4 from there. How far you need to drive on the oval road depends upon which car rental you hire from. The M roads have wide lanes and are very easy to drive. (A little harder close to Heathrow only because of heavier traffic.)
Pay attention to what Pompey Family said about proper etiquette on the M roads. In America, when you have three lanes going in a single direction, cars travelling at a moderate speed will often take the center lane allowing cars to pass on the left or the right. In Britain, you take the far outside lane (the left in Britain) and only go to the center or the far inside lane in order to pass slower traffic.
The bottom line is that getting from Heathrow to Wales on an M road will be easy even when you are unfamiliar with a car with the steering wheel on the right side of the car.
Once you get off the M road (you are well into Wales now), things get a bit more complicated. Overall, driving of the left is not that complicated in that you the driver will be sitting on the side of the car that is toward the center of the road (and the center strip if you are lucky enough to have one). The main time that you have to worry about getting confused is when you first pull out of a parking lot onto the road. A little caution and that is not too much of a problem.
Personally, I love the roundabouts and am glad to see them being introduced into my home state. As geist notes, just remember that cars on the roundabout have the ride away. With a GPS, it will tell you whether to take the first, second, third, etc. exit as you approach the roundabout. At that point, my wife counts "one, two, now off ..." if for example I need to take the third exit. Also, some of the busier roundabouts have two lanes. The British consider it bad form to take the outside lane if you are going three quarters the way around the roundabout. But what goes with that, is that you are to yield to anyone moving from an inside lane to the outside in preparation for exiting.
The difficult part for your trip is that you are eventually going to encounter some very narrow roads as you near Little Haven (or drive around Wales at all). The danger is that as a car or lorry approaches you from the other direction, you are used to leaving a certain amount of space between you and the oncoming traffic. If you leave that amount of space on the country roads in Wales or England, you will be scraping the passenger side of thecar against a hedgerow, a rock, a wall, or parked cars in a village. You have to hug the center line to a much greater degree than what will be instinctive to you. (I am not exaggerating this. On one trip, my wife and I thought we would leave most of the driving to someone who loves to drive in America. After several screaming episodes as he would pull to the left away from the oncoming traffic, we essentially took his keys away for the sake of safety.)
The bottom line is that we are used to having very wide roads in America even in the country. That has made Americans sloppy drivers. The British and Welsh are used to driving at fairly high speeds with a great deal more precision. (Quick story - Talking to a bar maid in a pub, she said that when she took her drivers test in Wales, it was an hour and a half grueling experience. She then traveled to America for a year and was dreading the driver's test in that she was not used to driving on the right side of the road. As it turned out, her driver's test in America lasted less than five minutes and she never had to leave a parking lot.)
Be aware that outside of the M roads and some A roads, most roads are not lettered or numbered. Without numbering or street names, the only identification for roads are signs at intersections indicating the next town. A GPS is all but essential.
I don't remember too many encounters on two way roads that are only wide enough for a single car in Wales. (Wales is not the worst place to drive in the UK. Some of the roads in Devon and Cornwall can be a different experience.) What happens with regard to one lane, two way roads is that if you meet an oncoming car, one of you has to pull over into one of the niches that appear periodically in order to let the other car pass. It would not be that unusual for the car that passes to have perhaps only about nine to twelve inches on each side of the car as he or she passes by.
The road directly between Little Haven and Broad Haven which goes over a ridge is one that can get fairly narrow. The worst spot is as you drive into Little Haven itself as you are on a steep downhill with cars parked on the side so that there is only a single lane. Meeting an oncoming uphill car is not a pleasant affair. If it freaks you out too much, you can avoid the whole experience by taking two sides of a triangle and a longer route between the two towns.
Finally, I don't know how old you are, but when you make arrangements to rent a car, ask if they have any age restrictions for foreigners. Some car rental companies will not rent to anyone over seventy. (Used to be sixty-five.)