St Davids holds city status because of its cathedral, which has been a pilgrimage site since the 6th century, two pilgrimages here were once considered equal to one to Rome. The cathedral itself sits in a hollow below the city to hide it from Viking raiders, which means you don't see it until you're almost on top of it. The ruined Bishop's Palace next door is equally striking.
The whole thing takes up about half an hour to properly see, which leaves the rest of the time for the Pembrokeshire Coast Path, the wild headlands immediately outside the city, and lunch at a café that has no idea it's in Britain's smallest city.