Speaking as a person born, bred and living in Wales I feel somewhat qualified to add my view to the subject.
I can understand the desire by some for independence, the Welsh economy was hollowed out in the 70's and 80's and there is still a lingering resentment towards Westminster. The area in which I live was devastated and has not even come close to recovering - things that we have lost:
Countless mines, several steel plants, many automotive part manufacturers, chemical industries, pharmaceutical manufacturing and research, a myriad of support industries - not to mention the complete and utter destruction of the railway infrastructure. The devastation inflicted on the area in a condensed time frame didn't give the economy, or the people, time to adapt and it has left a wasteland.
That said, my friends and peers in no way want the Welsh Assembly - it is seen merely as another talking shop and a further layer of useless Politicians talking and ultimately achieving nothing. The Assembly have recently pulled plans for the desperately needed M4 relief road having spent £114 without laying a single inch of tarmac - truly staggering. Those that are in work, earning over the average wage shudder at the though of the Welsh government wielding their newly gained tax raising powers - you can be sure that they will hammer those that are in work on an average wage and above.
I don't believe that leaving the UK will solve any of the problems that Wales has. From my experience those calling for independence are either part of the Welsh Crachach, Welsh language crackpots or the young who have no real skin the game.
On a side note I am perplexed as to why the Scottish and Welsh nationalists are somewhat encouraged despite their vile anti English rhetoric, yet English nationalism is frowned upon. Double standards of the highest order in my view.