While Viking raids devastated the coasts of Britain, France, and Ireland, Wales managed to avoid anything more than sporadic raiding and held off large-scale conquest or the formation of Norse kingdoms within their region -- as had occurred elsewhere in Britain. Between the 9th and 10th centuries, Wales experienced numerous Viking incursions, predominantly from the Hiberno-Norse settlements in Ireland. A number of Scandinavian place-names along the coast suggest some settlement by the Norse, though this was likely no more than the establishment of some camps and trading posts.

This BBC article discusses an excavation at Llanbedrgoch on Anglesey, Wales. Findings indicate evidence of cultural and commercial links between Wales and the Norse world. Perhaps some small-scale settlement within the region, but certainly not outright conquest.

Limits of Viking Influence in Wales -- this article delves further into the ramifications of this find, though it is only one point within the larger article.

the lone man buried on the beach near Llanbedrgoch with a bone comb was perhaps a Viking who had remained a pagan - either a settler who had chosen not to adopt Christianity or a trader, buried within sight of the sea, who happened to die during an expedition to Anglesey.

Here's an interesting source you may find helpful:

Vikings in Wales (1976) by Henry Loyn, PhD in Medieval History (PDF file)

Norse writers of sagas often showed great interest in and knowledge of Welsh affairs ... It is true that no contemporary historian or chronicler made it his business to shape a coherent story out of narrative events after the fashion of the Alfredian or Ethelredian chronicler in England, and in itself this lack may be significant. There was no dramatic crisis or confrontation powerful enough to prompt such literary effort, only a set of nagging and troublesome incidents, coupled with a lot of dull plodding routine both in peace and in war, along the seaways of the west.