Hello,
I've been lurking for a while, reading the posts with great interst, and thought it about time to contribute something........
I was bought up in Pembrokeshire and although I don't live there now, I still visit on a regular basis (friends and family etc). So I would recommend; Gwal-y-Filiast (as already mentioned); one of my favourite spots, Bedd Arthur, right up on top of the Preselis, and while your up there it's worth checking out the hillfort on Foel Drygarn, definately a bit of a "special" place, (there's also another at Carn Alw nearby; very remote spot but worth the tough walk out there) There's an alignment at Parc-y-Meirw near Fishguard, it's only four stones (I think) and they're incorporated into a hedge, but they are HUGE!
As for camping, I believe there's a campsite in the Gwaun Valley (which is a beautiful spot), near the pub in Pontfaen (or there certainly used to be). If you're up for that kind of thing, in my experience people aren't too bothered about camping rough on the Preselis as long as you don't leave a mess and don't camp in someone's field. I'm not advertising for him, but my brother runs a business down there hiring out VW camper vans if you're into that!
Hope this helps