You are spoilt for choice. The Coast Path is the most well known but there are plenty of delightful shorter paths to try in countryside and town.
Pembrokeshire Coast Path
Walk along the Pembrokeshire Coastal Path to get stunning views of coastal scenery and to enjoy sea air and many wild flowers and sea birds.
This national trail offers 186 miles of coastal walking but you don’t have to walk it all! The coastal bus service is useful for planning sectional walks along the path.
Some sections are easier walking than others, for example Stackpole Quay to Broadhaven is reasonably flat compared with Freshwater West to West Angle Bay
Circular walks in Pembrokeshire
Here is a link to 200 shorter circular walks in the Pembrokeshire Coast National Park including maps and information on public transport and accessibility.
More Short Walks in Pembrokeshire
Another series of walks include some town walks
Guided Walks
Guided walks are available such as Tenby Ghost Walk or Pembrokeshire Paths. Some guided walks are also advertised in Coast to Coast