It depends on the estate (buildings in use). ambulances in SE Wales are often based at SDP's (Social Deployment Points) which are at local fire stations. In Rural areas joint buildings seem to be coming forward more and more. There's a few in Wales now that are either Fire/ambulance or all three. Barry has fire/ambulance, Wrexham and I think Abertillery are all three.
Sometimes Mountain Rescue or CG share facilities too.