Hi,
Just an update in case anyone with knowledge of the Shepherds/Gilpins reads this in the future!
I managed to find a CD containing the parish records I was looking for, so I've answered my own question. The entry is "William Shepherd and Marie Gilpin of Stricklandroger" - which sadly doesn't help very much. Almost every couple in the register is listed with only one place of residence, and judging by another relative of mine who got married the same year, this might just be the bride's pre-marital home. It did help to discount the 1607 & 1608 marriages for William, though.
On balance of probability I still suspect the Gilpin marriage is mine... Judging by my William's land purchases in the 1630s, his hearth tax entries & an extract from his 1676 inventory helpfully mentioned in an article about the hearth tax (
http://goo.gl/uNPTbn), he was probably the only man of his name in the Kendal area prosperous enough to be married to a Gilpin daughter. Sadly neither he nor the other William who could have been Mary Gilpin's husband (William Shepherd of Strickland Roger father of Margaret bap.1619/20) seem to have left a surviving will. Mary's father's will from 1629, which could have solved this, also seems to have disappeared - although his widow refers to it, so it must once have existed. It does look like there are wills in the Lancashire Archives for a couple of Mary Gilpin's brothers-in-law dated c.1650, so maybe something will still turn up...
[Edit: I was wrong - William did leave a will after all! There's hope yet.]
Curiously, another researcher uploaded a tree to Genealogy.com back in 2002 that also makes my William the husband of Mary Gilpin:
http://goo.gl/OWM02R. It lists six children: the four I have baptised at Kendal, plus Katherine from her grandmother Gilpin's will, plus a mysterious Alice. No sources or dates, so Alice could just be confused with Alice daughter of another William bap.1614 at Kendal, but the children listed for Mary's siblings do mostly look right. Shame I can't find a way to contact the tree owner to ask for their sources...