southbabs,
PROCLAMATION OF BANNS
What you see in the Old Parish Registers (and thus the IGI) pre-1855 is normally only the Proclamation of Banns. The reason for two entries is because Banns were proclaimed in both the bride's parish and the groom's parish. Occasionally the fact that a marriage did then actually take place (and perhaps even the date) will be recorded in the register. It is very unlikely that names of parents would be mentioned.
CHILDREN OF ARCHIBALD & JANET
If you do a parent search in the IGI (International Genealogical Index) at FamilySearch:
http://www.familysearch.orgyou will find records of four children to Alexander and Janet (enter Alexander Vesey in the father boxes and Janet Howison in the mother boxes, select British Isles as the region - fortunately various spellings of Alexander's surname are combined in the IGI).
Agnes VESSIE bap 11 Dec 1831, Carnwath Lanarkshire
Mary Scott VESEY bap 14 Apr 1840, Dalkeith Midlothian
Alexander Howison VESEY bap 5 Jul 1842, Dalkeith Midlothian
Jessie Nichol VESEY bap 14 Dec 1845, Dalkeith Midlothian
1841 CENSUS
A search of the 1841 census on FreeCEN :
http://www.freecen.org.ukfinds (ages of persons aged over 15 were rounded downto the nearest 5 in the 1841 census):
Taits St, Dalkeith Midlothian
VESEY Archibald, 30, Inn Keeper, born in Scotland but not in Midlothian
VESEY Janet, 30, born in Scotland but not in Midlothian
VESEY Agnes, 9, born in Scotland but not in Midlothian
VESEY Mary, 1, born Midlothian
SMITH Mary, 20, Female servant, born Midlothian
GORDON Margaret, 10, Female servant, born Midlothian
SCOTLANDSPEOPLE
Your best bet is to go to the (pay per view) site ScotlandsPeople at:
http://www.scotlandspeople.gov.ukThere you can search for Archibald and family in the various censuses.
You can also search for the deaths of Archibald and Janet. Their death certificates should list the name and occupation of the father of the deceased, and the name and maiden surname of the mother of the deceased.
JAP