This is a beta site with online content drawn from archives and other sources around Wales. Users are also encouraged to add their own digital content including family trees.
http://www.peoplescollectionwales.co.uk
Genealogical gateway for Wales with information for the whole of Wales as well as pages for each county.
http://www.genuki.org.uk/big/wal
The BBC website has quite a lot of information on Welsh family history research. It includes advice for beginners, information on Welsh naming practices and more.
http://www.bbc.co.uk/wales/history/sites/themes/family.shtml
The National Library of Wales has quite a lot of online family history content. Select Family History - Search Archival Databases for online indexes to marriage licences 1616-1837, court records 1730-1830, pre-1858 wills and more. Select Digital Mirror for digitised content including maps.
http://www.llgc.org.uk/index.php