Plans must be made for Wales' post-Brexit future, be it inside or outside the UK, a politician has said.
More than 5,000 people marched in Merthyr Tydfil on Saturday calling for independence, following similar rallies in Caernarfon and Cardiff.
Former Labour MP Gwynoro Jones said discussions about what is best for Wales should take place like in Scotland and Northern Ireland.
Tory MP David Davies questioned if a middle ground could be found.
Mr Jones said with Westminster politics "a shambles" and the UK "under strain", the future of Wales needed to be considered.
"We must take control of our own affairs," Mr Jones told BBC Radio Wales' Sunday Supplement programme.
"Brexit will take the whole of the 2020s to settle, so we must turn our attention to Wales, what's best for Wales and build a consensus.
"We can't stand entirely on our own but can be self-governing in the EU or a federal UK.
"We can have rallies, speeches in the Senedd, articles written, but who is doing the nuts and bolts about what is best for Wales?"
Mr Jones was MP for Carmarthen in the 1970s, when he fought for the seat in a number of elections with Plaid Cymru's president Gwynfor Evans.
He described Welsh nationalism at the time as "very different", adding: "It's a very different debate now.
"There is less aggression, less hatred. I've been very impressed with how people interact."
Mr Jones previously spoke at rallies staged by campaign group Yes Cymru, which launched in 2016 with just a few hundred people tuning up at demonstrations.
But three rallies this year have attracted larger crowds, with up to 10,000 in Caernarfon in July and about 3,000 in Cardiff in May.
The latest in Merthyr Tydfil had about 5,300 supporters, according to organisers All Under One Banner Cymru, who said the situation in Westminster meant Wales needed to make "its voice heard".
Playwright Patrick Jones, who is from Blackwood, said he is not from "a traditional nationalist background" but his attitudes changed through "a crystallisation of what Brexit has unleashed".
He believes the Yes Cymru campaign group wants to build a "tolerant, inclusive, moralistic, idealistic" Wales.
"That's a society I want to be part of," he added.
"I didn't grow up as a Welsh speaker, in the valleys, but I'm learning Welsh.
"I am an internationalist, but what I saw yesterday (in Merthyr Tydfil) was nationalist internationalism."
Mr Jones read a poem he had written about welcoming Syrian refugees to Wales at the rally, and he said it got a huge, positive reaction.
"I'm no politician, no expert. It is an idealistic vision (independence) that has brought people along," he added.
"I don't know how it would work practically."
Monmouth MP David Davies said: "Even I, the arch unionist, have been saying we should be devolving more powers to Wales."
As chairman of the Welsh Affairs Committee, he had recommended air passenger duty be devolved, but blasted the UK government after it refused to do so.
Having listened to Gwynoro Jones' suggestion about a federal UK, he said: "That's not quite independence, so maybe there is a middle ground?"
Following Saturday's march, the Welsh Government said: "We support a strong devolution settlement for Wales within a strong United Kingdom."