Men pictured swimming and jumping into the sea during stormy conditions have been labelled «stupid» and «senseless».
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Saundersfoot harbour master David Richards said such behaviour puts «strain» on the emergency services.
On Friday hundreds of homes were left without power in south Wales, seven flood warnings were issued and there was significant disruption to travel.
A campsite owner in Pembrokeshire said he had «never seen anything like this» in August.
Gusts of up to 95mph (153km/h) forced the closure of the M48 Severn Bridge, and a 30mph speed limit was in place on the A55 Britannia Bridge.
Western Power Distribution said it had reconnected homes in Caerphilly county, Monmouthshire and Vale of Glamorgan after power cuts on Friday.
Natural Resources Wales said coastal communities in Pembrokeshire, Ceredigion and Carmarthenshire could be affected as spring tides coincide with stormy seas.
Rail services on the Cambrian line between Pwllheli and Machynlleth have been affected and replacement buses were being arranged, Transport for Wales has said.
Earlier it said trains between Holyhead and Bangor were running at reduced speed due to «severe weather», with disruption possible on all routes until 15:00.
Ferry services between Holyhead and Dublin, and Fishguard and Rosslare have been cancelled or delayed, and people are advised to check before they travel.
Toby Rhys-Davies, owner the Apple Camping campsite in Tenby, Pembrokeshire, told BBC Radio Wales a maple tree and a large tent had come down overnight.
«It was quite a dramatic evening battling the elements,» he said.
«In my experience, I have never seen anything like this, not in August.»
But it has not deterred the «sort of person who wants to batten down the hatches», he added.
«We did have a couple just leave, but another couple just got in touch — there are those who are not put off because there are so few campsites.
«We have been turning away 30 people a day.»
In Carmarthenshire, police said a fallen tree had blocked the road at Llanddowror.
Skip Twitter post by @RPUCarms
Main rd just after the village of Llanddowror, tree down rd blocked, council in attendance pic.twitter.com/4CURquswqA