The National Library of Wales has a very helpful database of wills proved before 1858. I'd suggest looking all over this website for plenty of excellent genealogical resources and tips though, but I felt the wills to be a particularly useful resource.
National Library of Wales
(Note: Having spent a lot of time there last year, I recommend having one of their paninis should you visit and need some lunch. Also, take the bus up to the University and walk down the hill. Trust me.)