There are loads of places down there. The area is really geared up for tourism. If you don't mind camping there is a campsite called 'Hill End' right on the beach at Rhossili where worms head is. If you walk from the campsite to worms head you pass the old ship wreck which is a lovely spot to shot as you have worms head in the background. This is not my image i've yet to see the wreck so uncovered it normally buried more but its been some high tides lately so you might be lucky.