Ben I just done some digging around. I couldn't find an out-and-out MMA gym but I found some great alternatives close by. These are what I'd recommend for now:
Ground Training - BJJ
This academy is run by Phillip Akins, a top BJJ fighter and looks like great place to learn the art! They have some good competition fighters and a good training team.
More details here:
http://www.sdfwales.co.uk/index.php
Akins Academy / Checkmat
Robert Price Centre, Llangeinor, Bridgend. CF32 8PF
Stand-up Training - Muay Thai
Apparently there is a very good Muay Thai academy run at Pyshiqu Gym in Brackla. It is run by a guy called Paul on Wednesday and Sunday nights and he comes highly recommended. Contact details are:
Physique Health & Fitness Centre,16-19, The Triangle Shopping Centre, Brackla, Bridgend, Mid Glamorgan CF31 2LL.
Tel: 01656 668177
http://www.phrayapichai.com
Hope that helps!