Hi Marie,
Below is the marriage of James & sarah, note that at the time of their marriage James was from MARESFIELD, which might be a good place to start looking for the birth of James. Maresfield and the adjoining parish of East Grinstead have one of the highest number of marriages for the name of WICKS, 7 & 8 respectively.
Extract from the Sussex Marriage Index:
Place: Newick, East Sussex, Date: 19 Oct 1803:
Subject: James WICKS, bach Maresfield
Spouse: Sarah MANNERS, sp otp (B)
This is the only WICKS male marriage in Maresfield before the dob you gave for James (1781)
Extract from the Sussex Marriage Index:
Place: Maresfield, East Sussex, Date: 22 Nov 1763:
Subject: Richard WICKS
Spouse: Sarah MEOPHAM
It might be a good idea to ask on the Sussex board for a likely baptism on the BVRI for James.
Hope this helps,
Jane