This looks good to me! Thanks for putting this together
I would make a couple of suggestions on the city names though. I agree with 6underground that Welsh language names are more appropriate. Also, Port Talbot and Cwmbran are quite new towns so I'd put them quite far down your list. Cwmbran as we know it today is a "New Town", largely planned in the 20th century.
Although Cardiff/Caerdydd is only the modern capital I think its the most recognisable city to be the capital in the game.
Here's a list that might work, starting with the five "cities" that exist in modern Wales:
Caerdydd, Bangor, Abertawe, Casnewydd, Tyddewi*, Caernarfon, Machynlleth, Caerfyrddin, Conwy, Penffro, Aberteifi, Caerffili, Aberhonddu, Rhuddlan, Hwlffordd, Dinbych, Fflint, Cricieth, Caergybi, Aberystwyth, Llandudno, Wrecsam, Barri, Aberafan**, Cwmbran, Merthyr Tudful, Ebbw Vale, Blaenau
* St Davids
* Port Talbot
You might also want to consider Garth Celyn as a city name, as it was the home of the Princes of Wales before the English conquest.
Hope that helps.
M.