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Keen to track this following person a notch back.  Details so far:

1. 1841, Elizabeth Price (original name not certainly established, at Coppahil, Llanwrthwl, age 40, said to be born out of county (or is that out of parish?).  Of course, Llanwrthwl is Breconshire.  [Spouse, Evan, daughters Elizabeth and Hanah, other Rees Jones]
2. 1851, same name, this time Coppa, age 50, origin = Radnorshire NK.  [Spouse Evan, daughter Elizabeth, servant Rees Jones, unrelated nursing child Sarrah Kinsey.]
3. 1861, same name, at Coppah, age 60, origin = Abbeycwmhir (mis-spelled). [Spouse Evan, illegitimate grand-daughter Jane, servant Sarah Jones]
4. 1871, same name, Fron, Rhayader, age 68, claimed origin = Llanwrthwl, Breconshire, widowed. [Sarah Jones boarder, illegitimate grand-daughter Jane Price, Price Jones, son of boarder]
5. 1881, same name, at 4 Tanner's Row, Rhayader, age 86, origin = St Harmon, Radnorshire. (Edward Evans, in-law; Jane Evans, grand-daughter; William Evans, great grandson]
6. died 1 February 1882 at Tanner Row Rhayader said to be 86.

1801 seems to be year of birth (though 1803 and 1795 lay some claim).
The original name may be Elizabeth Lewis as I found a marriage record for Cwmdauddwr church from 3 March 1830.  However, more time would have allowed me to be more thorough  in cross-checking rivals if any.
Anyway, keen to track her baptism and parentage.

Many thanks, Liz.  I am encouraged by this other David (and Martha) as the dates and general area do indeed fit.  As I said in the mid-1700s in the west the population was not huge and the surname is not extremely common.  Alli points out a certain degree of commonness, and to me this means that they are all related somehow in that corner of England at the time. The trick is, of course, trying to establish David Parish (the earlier) as a father of target David Parish rather than a cousin or such.
Thanks again, Alli, for that encouraging burial record.
At the moment I'm guessing his baptism at Wells would be too convenient and that he would be a small distance migrant into the city.  I wish I knew the area well enough to even imagine what is close - such as Bagborough.
The harder mystery still is the marriage of David's son John (b.23-08-1802) to Ann Symes, also spelled Syms and Sims, (b. circa 1812-1815 according to various censuses).  Both these people claim consistently to be born at Wells, Somerset.  By 1841 they have 5 children dating from 1832, with the oldest eventually claiming birth at Wells at some stage (eg Ellen b.1833).  They exhibited Anglican affiliation along the way, with intermediate Methodist observance - not unusual as the Methodists derive from the Anglicans and many people were known to use both churches unless they had fairly severe feelings.  Perhaps intermediate Methodism was the result of localised revivals.

Thank you wozzle and alli.  This information is excellent.

Keen to know any more at all about this individual above what follows.
1. Died 13 May 1821 at Walcombe, Wells, Somerset
2. Known to be a gardener (from his wife's much later death certificate)
3. Married Elizabeth Hearniman at St Cuthbert's Church, Wells, Somerset, 15 April, 1800.
4. Two children known of - John and Jane (during 1801-02).
5. Would like to know David's parentage or indeed any details whatever.

Welsh Lady - You are a jewel of expertise and I salute this.  Many, many thanks for your help and I am going to process all the information tonight and try to build on it too.  There are some new people here for me and certainly new dates and events.
If ever I could return the favour, let me know.