Those who participate in air sports will know the geography and wind direction are pretty much critical to a good session.
It so happens that South Wales has several locations that meet these criteria, the are some excellent bluffs in the Abergavenny, Hay on Wye area.
Try out parachuting, sky diving, hang gliding, gliding or hot air ballooning.
Add to that airports in Cardiff and Swansea and away you go. Not on your doorstep but all possible with a short drive.