Extreme family: It lacks luxury but a break in the Welsh countryside more than makes up for with all-action adventure

I'm a bit jealous of my children. They get to go on school trips to activity centres, have quadded and go-karted with PGL and often throw themselves around on boats and in tents with the cubs and Woodcraft Folk. I, meanwhile, spend my holidays on a sun lounger with one eye on my BlackBerry, feeling guilty about not using the hotel gym.

So it was with great vigour that I threw us all into one big family adventure – braving the wild coast of Pembrokeshire for five days of outdoor activities and nights in an "eco lodge" dormitory. I'd found it via the Responsible Travel website, an operation that showcases a huge variety of ethical and/or eco-aware holidays, with a section of zingy family options. Was it wise to choose Wales over Egypt for a wintery week? Probably not, but by the time we came back to the city we were ablaze with the glow of having exerted ourselves and saved the planet (more or less) – and it all seemed worth the damp socks and chapped lips.

Preseli Venture is a small-scale operation in the Pembroke countryside not far from St Davids. It's staffed by hearty, enthusiastic youngsters who had the kids playing pool, iPods cranked up, in the lodge's lounge almost immediately (there's no TV, which is a genius idea and, frankly, after a day's coasteering, who'd have the energy to stay up watching telly?)

Yes, coasteering. This newish activity was unknown to me when I signed up – which makes me wonder if I'd have signed up at all if I'd known more. On day one, we're kitted out in wetsuits, neoprene shorts, buoyancy aids, crash helmets and sneakers and into a minibus before there's time to think (again, probably wise). Ant and Bramble, our gung-ho guides, take us to the Blue Lagoon – such a poetic name for a flooded quarry, but appropriate for the deceptively cerulean water it contains – and we shiver as we wade in. You are probably aware that once a wetsuit gets wet, the water next to the skin warms up and stops you from freezing. Well, that's true, but sharp moves in the sea "flush" that warm water out, and you're numb with cold all over again.

You know, sharp moves like scrambling out of the sea on to rocks that you scale to a height of about 6m, then hurling yourself back in. It is both terrifying and exhilarating. I find myself pleading, like the kids, for "just one more go". We bob in and out of the "washing machine", a furiously churning arrangement where the tide meets a narrow inlet, and bellow joyfully as we are swept off a tenuous toehold back under the waves. If this all sounds reckless, it isn't. Despite their youth and exuberance, the instructors take safety extremely seriously and never allow us to take any risks.

Day two sees me similarly drenched during sea kayaking – which dolt forgot the instructor's guidance "head over bottom, always"? Er, that would be me. Then there's surfing, at the glorious Newgale beach. I never did get up off my knees but both my children "popped" up on to two feet (admittedly the 10-year-old had Bramble practically creating bespoke wave activity for her).

The downside to all this is that everyone must change out of their wet kit into dry clothes before they get back on the minibus. A shared flask of hot chocolate does little to balance the mortifying experience of having a small towel slip while peeling off a wetsuit in a public car park. Perhaps I don't want to go back to being a kid after all...

Mercifully, Preseli has plenty of hot showers, and a drying room for those squelchy sneakers. All scrubbed and swathed in fleeces and Uggs, each evening is blissfully simple – refuelling on home-cooked, hearty, if hardly gourmet, food and ferocious pool tournaments. With a flickering wi-fi service and no phone reception, it is a gloriously cut-off few days, reaching a relaxing high (or should that be low?) with wine from the well-stocked bar around an outdoor fire as sheep baa in the neighbouring field and stars twinkle in the country-dark sky. On the activity-free middle day we tootle into St Davids to explore the cathedral and nearby lighthouse.

Preseli is hardly a five-star fitness spa – what with the well-used bunk beds and distinct lack of fluffy towels – but what this holiday lacks in luxe, it makes up for in giving a sense of achievement and, schmaltzy as it sounds, family bonding. Strangely, sun loungers have now lost their appeal.

Responsible Travel offers a five-day adventure break at Preseli Venture Lodge (activities, food and accommodation included), for £419 (adults) and £329 (children). For more information: responsibletravel.com/walesactivity