I've played 7 of the courses mentioned in the thread. In the North:
Nefyn & District is in an absolutely stunning setting - as good as you will ever see. The Old course includes the 8 holes on the peninsula which are the very definition of quirky. These must not be missed. In truth, the golf is not top notch and there is a public path to the beach in constant use through the summer. A quick visit to the Ty Coch Inn on the beach below the 12th green is traditional.
Royal St.Davids is another lovely setting. I would recommend if you have time a visit to Harlech castle overlooking the course. It is, on the whole, pretty flat and does not make use of the wonderful dunes on the site - only the last 4 or 5 holes penetrate the dunes (15 is one of the best holes you will ever play). It is a real test and, whilst not as charming as many courses, is a course I rate very highly.
I don't have photos of the other courses although I know many have been posted before.
Aberdovey is a nice course and it seems silly to play RSD and not Aberdovey - you practically have to go past it to get south. I would play this over Machynys. Aberdovey starts brilliantly with several holes through the dunes but doesn't quite finish the job for me. It moves onto flatter land and I don't think the flat holes are of the same quality as RSD. Well worth a visit though.
Borth & Ynyslas is not, in my opinion worth a detour. It is unbelievably featureless and bleak in places. Add to that the fact that you have no chance of pronouncing the name correctly (the y's sound like u's as in dug), it's definitely not worth a detour.
Tenby is a lovely little track and worth playing over Machynys anyday. It is a bit compact in places and quite a short course but it has charm in abundance. The 3rd and 4th holes are wonderful quirky links holes. The town of Tenby is also lovely - if you do stay there, the Bay of Bengal Indian restaurant practically on the cliff edge is a wonderful setting.
I won't add much to Sean's ode to Pennard save to say it is a fantastic course, although if poor conditioning is a no-no for you then you should steer clear.
Pyle & Kenfig is to use an English football expression 'a game of two halves'. The front nine is nothing special - fun in places, but not worth a detour. The back nine is completely different. The stretch from 11-16 goes through some pretty big dunes and is real top class golf. Given it's proximity to Porthcawl and Southerndown there is really no excuse for missing this.