Been to both -
Bluestone is very quiet and more of a relaxing type holiday, accomodation is very nice - in wooden chalets of various sizes with lovely bathrooms/ kitchens/ rooms.
There is not much entertainment there - there is a pub, which have a couple of things on during the week - one disco for children, a pub quiz and a live music night. Also a couple of restaurants and a shop and bakery.
They also have a great pool (google blue lagoon wales) and also an adventure centre (costs extra each day) which has a big indoor adventure type playground, a small soft play, crazy golf, little ride on tractors and a bouncy castle.
You can also do certain activities (you can see what's on offer on the website), but these cost extra.
Close by you have Folly Farm, which is great for little kids. Oakwood is just next door but is more suited for older children. Tenby is about a 15-20 min drive away with lovely beaches and a nice tourist town. There are other lovely places within a 20-30 minute drive.
I do like bluestone, and come away quite relaxed each time. The pool is great but find the charges for the other activities quite off-putting. I find it's a long drive to other places of interest.
I've only been to Haven (New Quay, Wales) once with our daughter (3). We stayed in a standard caravan, which was basic but clean. It had a beautiful view of the bay and I was quite impressed. My daughter loved the novelty of it. Once you pay for your passes most things were free. They had enterainment laid on in the evening for the children (magic shows, disco's etc), they also had things on for children in the daytime - craft, nature trails etc. For older children they had things like swimming lessons, archery etc. We didn't go to any of the daytime activities as we were going out and about, but she did enjoy the night time shows and although they were cheesy it was quite fun. Pool was good, with a small baby shallow bit with a small slide and a larger pool. There was a restaurant, but we didn't eat there.
Bluestone and Haven are very different. I enjoyed them both. I was very impressed by the free activities for children at Haven. If you're looking for more of a luxury type holiday, perhaps try Bluestone as the accomodation is lovely. The surroundings are very peaceful.
If you want a fun type holiday, try Haven. It was pretty cheesy, but overall we really enjoyed it. We are going later in the year to Kiln Park in Tenby.
Read the reviews on tripadvisor for the various Haven sites as I think some are better than others. I booked our short break via breakfree holidays (daily mail offer) and it was very good value.