I always bought Fal rugs for my welshie - they were the only ones that seemed to fit around his shoulders. They're quite expensive but fit really well and are really good quality and last forever so well worth it.
I second weatherbeeta, I have a welshie and all her rugs are weetherbeeta, I bet she's close to having the entire collection lol! Really excellent rugs, good prices and last for ages.
I get most of mine from equestrian clearence as they are alot cheaper because they are last years colours etc
Marley has a Weatherbeeta lightweight and a Shires sheet the Shires was only £30 and is 2000 denier (i think) it fits him brilliantly but is just to keep the rain off now filling etc. the only thing i would say is if you get a shires sew a piece of soft fabric or similar where his withers would be as it rubbed my boy
It's odd that so many people are recommending weatherbeeters, although I've heard that before. I bought two one winter (one with neck and one without) on the recommendation that they were good for welshies and ended up selling them both on e-bay! I found that they slipped back and rubbed my boy's chest and shoulders. He was very true to type so I can't work out why he should be different from other Welshies but he obviously was!