Here's a reply I made to someone who asked a similar question:
'Our cities are quite small, and have decent cycling infrastructure as far as I can remember, but it's been a while since I've been to a city centre.
A large portion of South Wales is small towns and villages built on hills and mountains, so it's difficult to cycle from place to place for most people. Mid Wales tends to be very spread out and hilly, so again, difficult to cycle around unless it's for pleasure. If you cycled to work, you'd probably be very sweaty by the time you got there.
Have a look at Google Street View to see how steep some of our hills are. They're great for a challenge, but you definitely wouldn't want to tackle them on a cold, wet, Welsh morning on the way to work.'
Because of the obstacles I described in that reply, it's hard to walk particularly far too. There's physically not enough room for anything bigger than buses, like trains, even if the budget was there. There are some areas where trains used to run for the coal mines, but they've been converted to joint footpaths and cycle paths, which would have to be ripped up to convert back.
A decent rail system running through and around Wales is a desperately needed start, but, again, our geography is a massive obstacle. Even the main road going north to south through the country is a single lane in each direction for the majority of it. It's only near the capital that it becomes a dual carriageway.