Somehow, we all seem to have arrived at the same time: smart 4x4s, shiny estates, my own rather dented Volvo. Each vehicle pauses for a moment at the entrance barrier, whereupon the occupants are greeted warmly and handed a map, a pair of hotel-style key cards and a detailed information pack. Then the red-and-white bar goes up and we each drive onwards down a gently sloping asphalt road, respecting the 10mph speed limit as we go.
Soon kids are being released from child seats, bikes unhooked from racks, grocery supplies disgorged. Most of us are in outdoor-casual mode, dressed in the black, navy and earth tones of Berghaus and The North Face. Our anoraks have more than the usual number of zips, and our shoes are made from the latest breathable waterproof fibres. Once we've all finished unloading, we drive slowly and carefully back up to the main car park and walk down again. The site then becomes a car-free zone, allowing youngsters to frolic safely.
We are all visitors to Bluestone, a purpose-built holiday development which opened in July last year, set in the Pembrokeshire Coast National Park. Trees and rolling fields surround 182 wooden lodges, which are spread over a scoop of land with views of the Preseli Hills to the north.
At the centre of Bluestone's 500-acres is a pond and what appears to be a tiny, traditional Welsh village. In fact this dinky collection of shops, restaurants and bars is brand new, too, and stands alongside an alternative selection of 30 terraced cottages and studio flats.
The lodges, meanwhile, are grouped into clusters. Ours lay down a small loop of road called Augustus Way, detached from its neighbours by its own small swatch of greenery. Inside, the two bedrooms on the ground floor each had en-suite bathrooms; upstairs, the open-plan kitchen/living area was dominated by three supporting roof beams. The décor was sleekly functional rather than fancy, in keeping with the practical picnic table and sturdy bike-rack supplied outside.
There are four different types of lodge available, ranging in size from two to four bedrooms, and including a semi-detached version that would suit two families holidaying together. But Bluestone is no timber-clad suburbia. The buildings, neat and tidy in themselves, aren't arranged in serried ranks but laid out at haphazard angles. The colours, too – dark green here, deep oak there, a warm wood stain elsewhere – mean that nothing feels too regimented; the grey cedar shingle roofing adds a rustic touch. And despite the proximity of other families, it's impressive how empty the place often seems: there were apparently around 800 people on site when we visited, but things never felt crowded.
Bluestone is on a smaller scale than the holiday villages operated by Center Parcs, the likely point of comparison for most visitors, and it's also less oriented towards keeping people within the confines of the site itself. The equivalent here of Center Parcs' "subtropical swimming paradise" is the Blue Lagoon, a place of wave machines and flumes, of vast buckets of water sploshing down on squealing children. But instead of acting as a centrepiece, it's tucked away near the site entrance – an option rather than an essential component of your holiday.
Having said that, an optional sub-tropical climate of some sort quickly becomes pretty essential when it rains. By the time we'd unpacked, what had been a gentle Welsh drizzle had been upgraded to a serious downpour. So we headed off, past the curved shape of the Landsker Sports Club (tooled-up gym, badminton courts, outdoor tennis courts, snooker, pool, archery, volleyball and fitness classes) to get wet on our own terms. Our sons, Jamie aged six and Peter aged four, were particularly taken by a two-person flume that shot them out of the Lagoon into the cold landscape beyond, before winding them back inside for a ferocious dunking. My wife and I preferred the more sedate current of the Lazy River which flowed below.
Bluestone is the brainchild of William McNamara, whose family once used the land for dairy farming. It is the result of a long and, at times, controversial planning process, followed by a difficult opening when teething problems affected "everything from the Blue Lagoon to the car park and energy centre". But McNamara is now pleased with how Bluestone's first year is progressing. He's also keen to point out that the majority of his guests simply want to get out into the landscape.
"We lead very stressful lives, yet on our doorstep are beautiful, simple, natural things," he says. "I want Pembrokeshire to be the playground for our guests." To that end, staff will arrange off-site activities from golf to coasteering to coarse fishing. We opted for pony trekking at Norton Haven, which lies about 15 miles west of Bluestone. Upon arrival, we were issued with horses and ponies appropriate to our individual heights and status as riding novices. Then we, along with 12 other Bluestoners, trotted off in a horsey convoy, down a narrow valley to a tiny coastal bay, before turning upwards beside long strips of gorse and hedgerow. It proved the perfect introduction to an undulating landscape, blanketed in rich greens.
Pembrokeshire is a peninsular county, a thumb of land hitching a ride across the Irish Sea, its coast punctured by bays such as Norton Haven and marked by long sandy beaches. A 186-mile coast path links them all, but – children in tow – we made do with brief excursions to the long, sandy swoop of Newgale Sands and to Solva, the pretty harbour town just to the north. Beyond lies St David's, the self-styled "smallest city in the United Kingdom", with a cathedral and ruined Bishop's Palace to explore.
The county is also littered with castles. Pembroke is the grandest of them, the medieval birthplace of Henry Tudor. From its long battlements we had right royal views out over the town and the Pembroke river estuary. Wogan Cavern lies below the fortress, an ancient refuge dating back even longer than Radio 2's Sir Terry: 12,000 years. But most impressive of all is the Great Tower, a massive five-storey cylinder that stands opposite the gatehouse, grey-walled and powerful.
It was Skomer island, though, which proved to be our most dramatic diversion. Skomer lies at the southern tip of St Brides Bay and is linked to the mainland via a 15-minute boat crossing from Martin's Haven. It's a nature reserve, and one of the most accessible seabird breeding sites in Europe.
On a blustery three-hour walk round an otherwise hostile coast pockmarked with rabbit warrens, we saw grey seals loafing along the shore, colonies of guillemots and gulls, as well as choughs and razorbills. But the puffins were the highlight: as comical in the air as they were cute up close, they were also very tame, more focused on lining their burrow nests than bothering about curious visitors.
After each day's exploration of our Pembrokeshire "playground", we returned to sample more of the Bluestone facilities. From the outset, we had planned to cook for ourselves, but exhaustion quickly drew us instead to a pair of restaurants in the village: the Smithy (grilled steaks, seafood and chips) and the Granary (pizza and pasta).
Both felt a little austere – inevitable, perhaps, given the newness of the development – but the service was always swift, the staff uniformly charming. We also ate at the Carreg Las brasserie, which had a softer, more grown-up ambience, but was equally welcoming to children. The food here was excellent: the likes of confit of duck, locally sourced organic lamb and home-smoked mackerel.
Had we so wished, we could have indulged in one of many treatments that are on offer at The Well, Bluestone's spa, which is set on the outskirts of the main village, or hired bikes, or learnt circus skills. We could even have attempted the mysterious art of laser clay shooting.
Instead, the boys played dodgems with pedal-powered tractors on the village green and went on a Junior Rangers trek, my wife practised archery, and I went for a pleasant walk round a muddy nature trail. And on our last morning we met Alex, a local falconer, whose Harris Hawk displayed its hunting skills in the nearby woods, much to the delight of our children.
McNamara is quietly proud of his efforts to make Bluestone environmentally responsible: the Blue Lagoon is heated using a biomass energy plant running on wood chips, sustainable timber has been used throughout, solar panels heat water and food is sourced from local suppliers. But it's the 200,000 trees that he's planted which will do most to transform Bluestone into a truly green place to visit.
Here and there, the site feels a little raw, as if it's still slightly surprised to be here. Fully grown, the trees will soften those edges, shield the land from the weather, unite the village with its surroundings. In time, Bluestone will no doubt be as much part of the local landscape as Pembroke Castle, or those diligent little puffins on Skomer island.
Bluestone, Canaston Wood, Narberth, Pembrokeshire SA67 8DE (01834 862400; bluestonewales.com). Ben Ross stayed in a two-bedroom Ramsey Lodge, which costs from £902 per week in May; £1,685 per week in August. Various advance booking offers are available on the Bluestone website. The nearest rail station is Narberth. A taxi transfer costs £8-10.
Nolton Stables (01437 710360; noltonstables.com) at Nolton, near Haverfordwest, Pembrokeshire, Wales, SA62 3NW offers riding from £25 per person for one hour.
Pembroke Castle, Pembroke, Pembrokeshire SA71 4LA (01646 684585; pembroke-castle.co.uk) is open daily from 10am-5pm (last admission 4.15pm). Adults £3.50, children £2.50, family ticket £10.
Skomer island is a nature reserve managed by the Wildlife Trust of South and West Wales (welshwildlife.org). Day trips to Skomer are available from Dale Sailing (01646 603123; dale-sailing.co.uk) onboard the Dale Princess, which departs from Martin's Haven at 10am, 11am and noon, with returns later in the afternoon. Return fares are £10 for adults, £6 for children. There are no landings on Skomer on Mondays (except Bank Holidays). The island is closed from 19-21 May 2009. A Wildlife Trust landing fee (£7 for adults, children free) is payable on the island.
Pembrokeshire Falconry (07833 921421; Pembrokeshire-falconry.co.uk) offers woodland hawk walks in Blackpool Mill, close to Bluestone. Prices are £40 for two adults; £20 for under 16-year-olds; £10 for under 10-year olds. The walks last approximately 90 minutes.
Visit Pembrokeshire: 0844 888 5115 (brochure line); visitpembrokeshire.com.
For details of leisure activities and attractions, see activitypembrokeshire.com