Personally I would stay in Caernarfon, Bangor or Llandudno and use that as a base - everythings within easy travelling distance from any of those three locations. The added bonus is that they're relatively large towns and the nightlife will be a bit more lively than some of the small villages on Anglesey.
If you do go to Anglesey I really do suggest visiting Newborough Warren which is on the West coast near to the Village of Newborough. It is a large forest which has Red Squirrels - at this time of year you'll probably see a few.
The other bonus of Newborough is that there are good parking facilities and a modern clean toilet block. It also has a beautiful beach and a shortish walk takes you to a location called Llanddwyn Island (you cannot miss it, onto the beach from Carpark and turn right). The views across to the mainland are superb.