When our children were little we always went to Mumbles, which is next to Swansea and the gateway to the Gower peninsular. In Mumbles there are shops (very handy with young children!), and a couple of great parks and play areas. During the day we would most likely go to one of the many beaches on the Gower, our favourite being Caswell Bay, which is only a 10 minute drive from Mumbles. Many of the beaches (Caswell, Langland Bay, Oxwich, Port Einon), have very handy car parks, toilets and a shop selling buckets, spades, ice cream etc. Some of the beaches (Rhossili, Horton, Pobbles etc) are a little walk from a car park and don't have any facilities, but are obviously quieter. All the beaches are lovely and sandy and gently shelving (great for paddling), some have rock pools and quite a few have lifeguards.
In the evening we would often go for a walk along the promenade at Mumbles, either to the pier, where there is an amusement arcade, or to one of the ice cream palours. Our children always enjoyed the walk, looking at the boats.
There are other things to do in the area, a trip into Swansea, Blackpill Lido, Singleton Park (with Swan Boats), Clyne Gardens, swimming pools, boat trip, castle, and you can go further afield and visit caves.
Our children were never bored, and talk fondly of their Mumbles holidays now they are teenagers.