In reply to Olly Norris:
These are the better sandstone crags I've been to:
The Gap - Steeper stuff
Navigation Quarry - Crimpy rock-over slabs
Tirpentwys - Some nice crack lines
Sirhowy - Steep face climbing with some bouldery routes in the middle area
This looks good at the grade and is short approach but I have no personal experience of it: Bargoed
Limestone sport:
Gilwern (there are a few different crag pages for Gilwern, so have a look at the other crags around that area)