Sorry, I'm getting nowhere with this. I've looked at the Glam FHS CD of baptisms and can't find David - there's a David Jenkin, son of Thomas and Anne, baptised in St Bride's Major on 29 Apr 1802. but that's all.
The marriages CD is no help either. Any marriages between a Jenkin Rees/Rees Jenkin(s) to an Ann(e) are way out geographically.
At that period, in rural areas (and you say David was a farmer), it would certainly have been common to use patronymics, so that David the son of Jenkin Rees would be David Jenkin(s). If he was a farmer, it's logical to think he would have inherited the land from his father (or, at least, that his father was also a farmer). The marriage would in all probability have been in the bride's parish, but given the lack of mobility in those days, particularly for those who had a fixed job in a fixed place, such as a farm, it's unlikely to have been far away.
Sorry I can't be of more help.
Gareth