There is much in common between researching family history in Wales and England, but there is also very much that is different — like the use of patronymic naming, and the resultant limited variety in surnames; the prevalence of non-conformity, even the Welsh language itself as it is used in place names and records; and of course the social context within which our Welsh ancestors lived.
Navigating these waters without a guide is foolhardy, to say the least — there are all sorts of traps for the unwary, and apparent brick-walls that a little more knowledge can help break down.
The FamilySearch Wiki has some guidance but in many areas it's quite basic, and I haven't found a really comprehensive guide online. Which may be why my bookshelves contain a disproportionate amount of books on researching Welsh genealogy. It couldn't possibly be because I never saw a book I didn't covet:)
I'll do a later post on online resources.
The first two books I want to recommend are:
Welsh Family History ~ A Guide to Research edited by John Rowlands and others (published 1991 by the Association of Family History Societies in Wales). This is not a step-by-step guide for complete beginners, as it assumes some familiarity with family history research, but it is aimed at those who are coming to Welsh research for the first time or who are having problems with their Welsh research. It covers the broad spectrum of Welsh 'peculiarities' and sources, and I've found it invaluable in building a firm footing for Welsh research.
Second Stages in Researching Welsh Ancestry edited by John & Sheila Rowlands (published 1999 ditto). This is based on lectures given over a number of years that focus more deeply on examples of topics covered in the first book.
I believe both books are out of print, but you should be able to find copies via online booksellers.
The next book to mention is The Surnames of Wales Updated & Expanded by John & Sheila Rowlands (published 2013 by Gomer Press). This (and it's previous edition) grew out of some work in the books already mentioned. It documents research done by the authors on the transition from patronymic naming to settled surnames between 1600-1858 (which progressed at different rates in different parts of the country) and on the distribution of different surnames in different part of the country. I've found this really useful —for example, knowing that patronymics were still in use in north-west Wales even beyong 1850 helped me track down a marriage I would never otherwise have found; and for those of you trying to trace ancestors for which the birthplace is simply 'Wales', the survey of the incidence of surnames across the Principality could be helpful in narrowing matters down.
This book is still in print.
The next book I want to mention is one I have on order but haven't received yet: The Dictionary of the Place-Names of Wales by Hwyel Wyn Owen and Richard Morgan (Gomer Press, 2007). I've been looking for a long time for a comprehensive guide to Welsh place names, including their historical forms, and this sounds as if it will fill the bill. There are other, brief, guides but I've never found them comprehensive enough. And I would (regretfully) not have paid the full price for this, but Gomer Press have it on sale right now (March 2017).