May 1833, Davies originated his own weekly newspaper and social register, the Cheltenham Looker-On. 1837 he produced each year the "Cheltenham Annuaire", a local directory and diary. 1835 he started the St David's Day concerts in the town and was associated with them for the rest of his life. Played a part in the founding of Cheltenham College in 1842, and was very actively involved in the Literary and Philosophic Institution at Cheltenham.