It is well worth going for a ride on the Brecon Mountain Railway.
If it is closed, you can also walk alongside the tracks on woodland paths.
We did this once when it was open, and watched the old steam train going up and down the tracks several times as we walked alongside the reservoir.
Great for the children. Our boy Daniel was really taken with the hissing steam - jumping out of his skin at first (he was only 2 at the time).
Really brings home to a child the real live version of any steam train toys they may have.
See the Brecon Mountain Railway website.