Have done both Hafan Y Mor (Pwhelli) and Presthaven Sands in the past few years. Both good sites, the Presthaven one is ace for the dunes and walks on the beach, plus the drive is an hour less - go past Deeside and through Flint if you pick Presthaven. The beach at Pwhelli is shite now, it was dead sandy when I was a kid, its all covered in stones now.
The water stuff is better at Hafan, they don't have the slides or wave pool at Presthaven that they have at Pwhelli.
As said, get the best van you can afford, the central heated ones are the best - they can get really cold of a night. We got upgraded to one with a decking at Hafan, was lovely.
Presthaven itself has absolutely nothing, so be prepared to stay on site.
There's loads of coin push games in the arcades that take 2p's, the kids loved them. Both sites have a spar on site, there is an Asda in Phwelli town itself, think presthaven has a Tesco. Both have a Papa Johns, chippy and Burger King, plus the pub the Mash and Barrel.
Of the two Hafan Pwhelli is the better site, my wife says go for that if you can, but both are good sites..