HI
Your starting point is the United States. Work backwards from your immigrating ancestor - get the naturalization record, the death record if he died after 1906 from the pa vital stats, if you know the time frame write to the National Archives and get the paasenger ship manifesto - this will give you the ship he came over from.
The reason for these things is the naturalization papers ( if done) may give you the county in Wales - thus enabling you to continue the search
the Death Certificate - may contain the missing information you need for birth, death, and parents. You may luck out and the reponder may know the county in Wales and the parents name of your great grandfather
the passenger ship manifesto may in fact give you
the port -
Good Luck!
BarbL
Wales GenWeb Coordinator