I second and third Cambrian photography, superb shop and will point you in the desired direction. I know of people in that London who've never set foot in Wales praise Cambrian.
They've cost me and my partner a lot of money over the years.
For waxwings just check out my Flickr account (see sig,) - I had the wrong lens on last time but they are one of 4 species I am targetting this year.
In the Vale of Clwyd you are really spoilt for choice - there is plenty to photograph in Ruthin I agree, and the roads towards Cerrig and Corwen have plenty of photographic opportunities, such as the Denbigh Moors, Llyn Brenig, Alwen etc.
The statue of Henry Morton Stanley in Denbigh is a nicer statue than the 'thing' in St Asaph too