Sorry this is not in Wales, but ive just got back from Seville, and i went to a couple of sex clubs there.
It's soooo much better than massage parlours here. You go to the bar, buy a very expensive drink (around 50 euros for a beer!) and mingle with loads of girls. Its good because you get to meet the girls properly before you agree a punt.
I saw an amazing brazillian girl one night, size 6/8 nice tots and a tiny ass. She was late 30s and looked like a model.
30 mins was 80 euro, so about the same as here. They love tourists as you see locals in there and the girls do not go for them. Honesty, you can feel like Hugh Heffner in there!
Not cheap but a good punting experience.