I had a look at my university's library and could only find quite dry archaeological texts that went into detail about things like the types of pottery used. I'm really curious about some of the grittier aspects. I've heard a few wild stories like Celts piling up the severed heads of enemies in their homes as trophies, and running into battle at night coated in semen and blue dye, high on magic mushrooms. I can't remember the source for either of these claims, but I think it's probably something I picked up from an episode of QI. I'd really like to hear more of these kinds of details, as well as things like social and family structures in that time period. Any recommendations for books or documentaries that go into this kind of thing? I'm especially curious about what this time period was like in Wales.
Melanie Giles does a great job of highlighting some of the weirder (and cooler) social and ritual aspects of life and burial in her recent book, A forged glamour. It's a serious piece of scholarship, but her writing style is engaging and her material (much of it drawn from burial practices) is fascinating. It's about Yorkshire, not Wales, but is a great overview of the several centuries before the Roman invasions. (It's not the most expensive book, but I'd recommend interlibrary loan over purchase.)
I haven't yet had a chance to take more than a cursory look at it yet (it only just came out), but Harding's Death and Burial in Iron Age Britain gets into lots of the weirder practices of excarnation (leaving dead bodies to decompose above ground), bone collecting, and violence that you're interested in. It's high on my to-read list when I get the chance.
You might also be interested in Armit's recent book on head hunting in prehistoric Britain.