There are sea fishing trips from Dale around Milford Haven, but if you don’t mind a bit of a drive, the best excursions are with Tim and Corinne’s Epic Fishing from New Quay (http://www.bassfishingtrips.co.uk). 
These are very family friendly and while you can’t guarantee dolphins, we’ve never been out with them and not had really good sightings. Better still, you should go home with a shed load of mackerel, pollock and dogfish. There are plenty of other things to see while you’re there. There is the pretty Georgian town of Aberaeron, while Fishguard is arguably even better. Pentre Ifan should be a must on the return journey. 
