I found an interesting website at BBCone about the HIstory of Wales and the Welsh people. YOu can watch a 6-episode program that was done recently:http://www.bbc.co.uk/programmes/p00mlrq9/episodes/guide
Also, another area of the BBC online is an entire collection of resources about Welsh history that is very interesting to wander through:http://www.bbc.co.uk/wales/history/