Aside from the usual tabloids ... here's a list of 'local' Welsh papers.
* Barry and District News (Vale of Glamorgan)
* Big Leader
* Border Counties Advertiser (Oswestry)
* Cambrian News (Aberaeron) [English available]
* Campaign Series (Blackwood & Caerphilly)
* Chester Evening Leader
* Chester Standard
* County Times (Welshpool, Newtown & Mid Wales)
* Cymru'r Byd
* Denbighshire Free Press (St Asaph, Denbigh & Ruthin)
* Ellesmere Port Standard
* Evening Leader (Mold, Deeside, Buckley, Hawarden, Connah's Quay & Holywell)
* Evening Post (Swansea)
* Flintshire Standard
* Free Press of Pontypool (Torfaen)
* Golwg
* The Journal (Rhyl)
* Milford Mercury (Milford Haven)
* Monmouthshire Free Press (Monmouthshire)
* News Wales
* The North Wales Chronicle (Bangor, Caernarfon & Anglesey)
* North Wales Pioneer
* Penarth Times (Vale of Glamorgan)
* South Wales Argus (Newport)
* South Wales Evening Post (Swansea)
* South Wales Guardian (Ammanford)
* Tivyside Advertiser (West Wales)
* Western Mail & South Wales Echo (Cardiff)
* Western Telegraph
* Wrexham Leader
* Y-cymro (Flint)
I don't know which one sells more than any other ... I'd GUESS the ones aimed at Cardiff would have the highest reader figures?