The beaches at Newgale, Broad Haven and further north at Newport, Mwnt, Aberporth and New Quay get busy. Personally I visit Poppit Sands near St. Dogmaels, this beach is so vast that if it is busy there is still plenty of space. Parking can be a little difficult as there is only a small car park, other than that you have to park on the road, which in turn causes congestion. The wind at Poppit Sands can be stiff (all right if tempartures are like today, in the mid to high 80's!!).
A castle to visit, soft sand, good surfing, free parking, lovely b&b's, couple of brilliant pubs and a teeny village with friendly peeps.
The castle was used for filming part of 'The Lion The Withch and the Wardrobe', and the beach has awards for cleanliness, has great walks around the cliffs and is a proper sun trap too.
Link has map for directions.
In answer to KebabMeister, it was busy for a Welsh beach last time I passed through (about two years ago), but it wasn't busy compared to a Cornish or Devon beach!!