Granted, I live closer to Oakwood than a lot of enthusiasts (being less than 10 miles from the South Wales border, Oakwood is only around a 2.5 hour drive for me), but I'd certainly recommend a trip. Megafobia isn't my favourite coaster, and I do find it a bit too rough on the back, but I do think it's quite fun up front, and certainly worth a try. I prefer Wicker Man within the UK by some distance, but I think Megafobia is a significant enough coaster that it still warrants a try, personally.
And Speed, whether you like it or not, is a fairly impressive coaster as well; it's the UK's biggest Euro-Fighter by some margin, and that first hill is epic!
Potentially controversial opinion coming up; I personally believe that Oakwood contains the UK's two best individual pops of airtime in Speed's hill and Megafobia's first drop on the back. Both are pretty insane, and if you're searching for some elusive UK airtime, I've got to say that Oakwood is one of the first parks I'd recommend!
The Pembrokeshire area as a whole is also lovely for holidays; it's been my family's favourite seaside spot for years! So if you're concerned about driving miles just for Megafobia; why not make a holiday of it and visit Oakwood while you're there?