The Welsh often chose nonconformity in religion from the very start of their encounter with other groups. Since the time of the Romans, the Welsh had found themselves on the wrong side of the power structure, and used religion as a way to oppose the ruling force–whether that be Roman, Saxon, or Norman.
This trend began with their continued adherence to druidism, even after the Romans attempted to wipe it out, through Pelagianism and other ‘heresies’ opposed by the Roman Church, to the Cistercian religious order, which defied the Pope in order to support the aspirations and independence of the Welsh princes. In a sense, it culminated in the 1600s with the puritan movement that brought so many Welsh across the Atlantic to Massachusetts, while their co-religionists attempted to reform the Church in Wales.“I returned to Bristol. I have seen no part of England so pleasant for sixty or seventy miles together as those parts of Wales I have been in. And most of the inhabitants are indeed ripe for the gospel.”
These are the words of John Wesley in 1739, preaching to the Welsh about the extent to which the Church of England had strayed, and how his view, Methodism, was a return to what had been good in the Church.
http://www.visionofbritain.org.uk/text/chap_page.jsp?t_id=J_Wesley&c_id=3
But Methodism was hardly the first non-conformist religious view to gain a foothold in Wales. Unlike some other travel writers (e.g. Daniel Defoe, Gerald of Wales), Wesley spoke favorably of the Welsh–probably because they were more open to his teachings–but without the usual ramblings about them being poor, uncouth, and undisciplined.
Wesley’s Methodism was only the latest in a long line of religious movements that found a foothold in Wales.
Unbelievably, there was no common Welsh translation of the Bible until 1588. To the dismay of the prevailing religious order (The Church of England), with the translation came an increase in noncomformity and once again the willingness to embrace a different religious tradition.
http://www.cymmrodorion1751.org.uk/pages/publications/religious.html
http://www.britannia.com/wales/lit/lit11.html
John Davies talks of religion in Wales, saying: “Much of what I’ve seen specifically in New England- seems very familiar, but the familiarity is deceptive. I come from a country where it is axiomatic that Puritan, Nonconformist, Dissenting beliefs were the weapon with which to attack the High and Mighty. Wandering round Boston, I came to realize that there the Puritan, Nonconformist, Dissenting beliefs were the beliefs of the High and Mighty.”