During the festive period a significant number of nets were stolen from Llangorse Ringing Group just over the border in Breconshire. It is very likely that these nets will be used in South Wales or adjacent areas for illegal trapping of birds, if you see anything suspicious whilst out birding or know anything about this incident (or the illegally set net at the Newport Wetlands Reserve in November, more info here), report it ASAFP to the police. Contact details of local Wildlife Crime Officers are available here and a short 'e-leaflet' (whatever that is) on Gwent Police's efforts to combat wildlife crime is available here.
As previously mentioned, mist-netting of birds to be ringed as part of the BTO Ringing Scheme is undertaken in Gwent, however, if you see anything suspicious, err on the side of caution and report it.
It's like birding in an edition of Crimewatch round here.