Say a prayer, bow your head and perhaps even light a candle in St. Davids Cathedral. This splendid religious building may not be open all day, so check ahead for times if you'd like to see inside.
You'll be spoiled for sightseeing choice when staying in Haverfordwest. St. David's Cathedral is a good place to begin here, but there are many other fine spots to check out. The Blue Lagoon, Whitesands Bay, and St Non's Bay are near the principal church and will fill in your day nicely.