I had DD last August at Caerphilly Minors (it's a midwife led unit only). A lovely experience and I had the same midwife all the way through (she even stayed on despite her shift ending). The unit was empty and I was able to move to the birthing pool but the room I was in was fine and the midwife bought me birthing balls etc to try. I would bring your own stereo though as the one in the room was rubbish and DH wanted to listen to Radio 4.
I did antenatal classes at UHW in Cardiff though as I wanted to meet other mums in my local area.
Due to a retained placenta I was transferred to The Gwent (plus DD had a huge bruise covering pretty much her whole head so I think they were pleased to have a reason to transfer me). A midwife from Caerphilly went with me and did all the handing over.
The staff on the maternity ward at The Gwent were lovely but I have mixed feelings about the post-natal ward (where I spent 3 days after my op while they checked on DD). You have to go and get your meals and on day 1 I was still numb from the waist down so couldn't walk there (luckily a nurse sorted me out some breakfast but I nearly cried as I was starving) and day 2 I had to carry my catheter bag with me (gross!). I struggled with breastfeeding and the specialist nurses just latched DD on rather than helping me do it.
In the end, I asked to be transferred back to Caerphilly Minors and although they don't really do that, they sorted it out for me. I stayed at Caerphilly for 24hrs, in my own en suite room and the midwife there was great at helping me feed DD myself and giving me lots of hints and tips. Plus I'd missed dinner but they rustled me up a jacket potato and a gorgeous lemon cheesecake.
Summary...
Gwent: ok but parking is awful and didn't get as much BFing help as I needed. Food wasn't great either. Also there's so many nurses and midwives that you often don't see the same face. Visiting hours weren't convenient for us and they're not very long.
Caerphilly: parking easy outside of business hours. Lovely staff and a welcoming attitude. There just seems to be more time for you because it's such a small unit. Visiting is at any time provided you're quiet.
Worth noting that I have heard a rumour that the maternity unit is moving from Caerphilly due to the new hospital in Ystrad Mynach.
Eek... that was long... sorry