The latest cinema to open in Swansea, with around twelve screens, is “Vue” located in York Street, close to the nice restaurants and bars of Wind St. This is around 5 mins walk to Swansea covered Market or the Swansea Marina. http://www.myvue.com
Swansea's other decent cinema complex is the Odeon at Parc Tawe, City Centre - 25mins drive (also has ten-pin bowling alley), again walking distance from Wind Street restaurants.
SwanseaUniversity's Taliesin Theatre has films showing including lots of subtitled and alternative interest films and a diverse mix of theatre productions. Combine a visit with a trip to a restaurant, ice-cream or fish’n’chips in Mumbles.
Llanelli (30 mins by car) has a cinema too, Theatre Elli at Station Road. Llanelli is a lovely friendly town and the cinema is close to the shopping including Llanelli covered market.
Port Talbot (40 mins drive) has the Apollo Cinema, at Princess Margaret Drive, on the seafront in Aberafan, Port Talbot. This is a great cinema, but Port Talbot ain’t the prettiest town to visit being honest.
If you want true West End standard Cardiff's 'Wales Millenium Centre' really is worth a visit (1 hr 10 mins drive from Llanmadoc). The WMC is the closest top drawer theatre/concert hall offering genuinely world class cultural events including Opera, West End Musicals, and matching anything London has to offer certainly for facilities and sometimes for content. Several Car Parks nearby. Having visited several venues across England we think you'll agree that WMC matches anything in the UK outside London, and it's setting at CardiffBay with great restaurants overlooking the waterfront makes this worth an evening out of Gower.
Bristol Hippodrome (1 hr 30 mins drive), puts on some really great West End Standard shows - we recently saw Starlight Express at Bristol. NCP Multi Storey Car Park behind the theatre.
Not in the same league maybe but Swansea's main theatre is the Swansea Grand Theatre, Singleton Street, city centre (25-30 mins from Rhossili). Parking outside theatre in Oxford Street Car Park. http://www.swansea.gov.uk/grandtheatre (map). This is a cosy and friendly regional standard city Theatre and offers some good and very varied entertainment - sometimes really quite excellent. We recently watched Oliver there and it was great. DylanThomasTheatre, and the Taliesin Theatre (SwanseaUniversity, on the seafront in Swansea) often put on quality shows. The Dylan Thomas Centre: http://www.dylanthomas.com (map)
Also back in Cardiff try Cardiff New Theatre in Cardiff City Centre - NCP car park next door in Greyfriars Road.
Concerts / Music / ArtGalleries / other general
As well as some of the above the Millenium (Rugby) Stadium, Cardiff International Arena (CIA) as well as the St Davids Hall, Cardiff also have some great events including classical or pop concerts, plays, and conventions, etc.
Liberty Stadium hosts an increasing number of events especially business conferences and some pop concerts and of course League football (Swansea City FC), and European/Magner’s League/ Heineken Cup top flight Rugby (Neath Swansea Ospreys).
Swimming pools:
Main choices are: Swansea Leisure Centre, Ostermouth Rd., Swansea Marina.
Morriston Leisure Centre Pool Morriston Leisure Centre, Heol Maes Eglwys,Morriston, Swansea, SA6 6NN,01792 797082; Penrheol Leisure Centre Pool (school based) at Gorseinon.