An all-round family winner in Wales

We arrived after dark to find our cottage unlocked, lit, warm and welcoming.

We heaved a collective sigh - it appeared to have everything, right down to a full range of kitchen appliances (take basic provisions, however - the welcome pack is sparse). The kids immediately fell for the narrow staircase and the skylights over the beds. They were still squabbling over who got which when, reading the folder on the dining table, I realised that the pool was still open. We hadn't even unpacked.

Next morning, by now starting to unwind, we took a look around. Our cottage was one of 26 converted farm buildings - "Just like Greece," said Caitlin. The pool turned out to occupy a complex along with a brand-new sauna and fitness room. Should the pleasure of that pall, a five-a-side football pitch, two tennis courts, a playground and a nine-hole golf course were there for the taking.

Using Caitlin as an excuse for not getting wet in February, I'd picked horse-riding over kayaking (climbing and mountain biking are other options). It was something we could all approach from the same experience level: zero. As part of an inclusive day at Heatherton Park activity centre, I also ticked the paintballing box for the boys. You can book all this in advance, over the phone.

I'd rather expected us to go galloping along the beach at sunset - as seen in the brochure - but the school was having none of that. Clad in body armour and helmets, we spent half the 90-minute session being led around an indoor ring, astride horses with names like Petal. We learnt to stop and go, and where to aim the beasts; and even progressed to trotting.

Adam and I failed to get the hang of this and bounced uncomfortably, not quite at one with our mounts. We must have been doing something right, though, because we were led out into the spring sunshine for a walk along the country lanes. Caitlin loved spotting the lambs over the hedges. She hugged Lucky at the end and (to my eternal relief) didn't demand her own pony as soon as we got back in the car.

The day at Heatherton Park was a triumph, at least for the boys. The paintballing was "wicked" - lots of ambushing and splatting hell out of each other. Ammunition exhausted, they turned to laser clays, air pistols and archery in a fit of controlled aggression that bodes well for our nation's defence prospects. They also drove go-karts, pestered Linda and me for money for the arcade games, and ate too many chips.

It wasn't such a wow for Caitlin, once she had exhausted the potential of the soft-play area. She didn't fancy any of the boys' stuff, although softball and bumper boats - on the summer menu from Easter - might have helped. It was a bit of a male domain, frankly. Folly Farm, a nearby working farm with goats to feed, would have been more up her street - that's open now as well.

An impromptu visit to Pembroke Castle turned up trumps: cheap to enter (£3 for adults, £2 children, under-fives free) and remarkably well preserved - bits of it date to medieval times - with lots of towers to explore and battlements to run along. It had a wide lawn on which a small girl could practise cartwheels.

Indeed, the castle was the unexpected hit for Caitlin, when I asked the kids on our way back. The boys - engrossed in smuggled Gameboys - had nothing to contribute.

Way to go

Andrew Healey and family travelled with Activity Wales (01437 766888; www.breakout world.com). Celtic Haven cottages sleep two to 12 people. A property for six costs from £321 a week in high season (Easter to 1 October).