Very good book published last year:
C.Thompson "Harnessed: colliery horses in Wales", National Museum of Wales, 2008, ISBN 978-0-7200-0591-2. Unsure offhand of price - a bout ยฃ8.00, I think.
72 pages, lots of photos, lots of text includuing oral history; covers all aspects. Notable chapters: "Colliery horses or pit ponies?"; "Cruelty in secret places?"
Can be ordered from any bookseller, or by post / online from National Museum of Wales - including National Coal Museum: Big Pit, Blaenafon, and National Waterfront Museum, Swansea.