Haverfordwest is a market town in the country town of Pembrokeshire, Wales. he majority of the town, comprising the old parishes of St. Mary, St. Martin and St. Thomas, lies on the west bank of the river. At this point, a pair of sandstone ridges extending east-west and separated by a deep, narrow valley, are cut through by the Western Cleddau. It has a selection of shops, pubs, restaurants and tea rooms to dine at.