You're basically giving the reasons why the UK leaving the EU is such folly, but here's my response.
Free trade with hundreds of millions. Freedom to live, work and study in Europe. I reckon that, whatever we lost on financially from Westminster would be more than made up in EU grants to improve infrastructure and make Wales a better place to do business and create jobs. Instead of an insular island that thinks it is a world leader, we'd be a part of something much bigger.
If there was independence, I reckon it wouldn't be a hard independence like some want for the UK from the EU. I think that if Wales and Scotland were both independent and were members of the EU, England would have to rethink its relationship with the EU. However, there would be something quite poetic about English people needing visas to come and live, work and holiday in Wales!