Craggan is in Morayshire Scotland
There are lots of places all over Scotland called Craggan, and some in Ireland too. See
http://www.geograph.org.uk/search.php?i=73078697&page=1 for photographs of some of them.
One that springs to mind is Craggan in the present local authority area of Moray. However this is in fact in the (historical) county of Banff, also known as Banffshire. This is it on an old map
http://maps.nls.uk/geo/explore/#zoom=16&lat=57.3730&lon=-3.3541&layers=5&b=1As the 1862 marriage was registered in Kincardine and Croick, County of Ross and Cromarty, the Craggan referred to must indeed be the one in the parish of Kincardine in that county, because if it had been in a different parish it would have said so. (There are also Kincardines in other counties, as well as a county of Kincardine.)
One thing to bear in mind is that baptisms did not necessarily take place in the church itself. It was not unusual for a baptism ceremony to be performed in the parents' home.
This
http://www.geograph.org.uk/photo/1234671 says that the new Alness parish church was built in 1843. There are other photographs of both the old and the new church here
http://www.geograph.org.uk/search.php?i=73078974The Corriemoillie found by
Roger can't be the right one because it is in the parish of Contin, which is separated by a range of mountains from the parish of Kincardine.
However I see from the transcription of the 1841 census at
https://www.freebmd.org.uk/cgi/search.pl that the family were at Corrimuillie, and the other places listed in the same enumeration district were Corimore, Drumvaich, Luibconich and
Croick Manse, which is on the mid-Victorian six-inch map at
http://maps.nls.uk/geo/explore/#zoom=16&lat=57.8856&lon=-4.6057&layers=6&b=1.
This raises the fascinating possibility that the family attended Croick Church rather than going all the way to the Parish Church. See
http://www.croickchurch.com/index.htm and
http://www.geograph.org.uk/gridref/NH4591I cannot identify all of these places on the map but I think Luibconich must be the one on the old six-inch map called Lubachoinnich
http://maps.nls.uk/geo/explore/#zoom=16&lat=57.9207&lon=-4.6768&layers=5&b=1 which is a few miles up the glen from Croick Church. See also
http://www.geograph.org.uk/gridref/NH4195.
As for Craggan, I think this could be it
http://www.geograph.org.uk/photo/2045330 and
http://maps.nls.uk/geo/explore/#zoom=16&lat=57.9411&lon=-4.8062&layers=6&b=1 - I think this is in the parish of Kincardine, but I can't check that for certain as I don't have all my one-inch paper maps to hand. What were the names of any other places on the same page in the original census?
Re that 1871 census. Which parish is it in? It's impossible to overstate the importance of knowing the name of the parish, because all the pre-1855 records, and most of the records in the rest of the 19th century and the first half of the 20th century were collected by parish. If Dalfaid is in the parish of Creich, this could be it
http://maps.nls.uk/geo/explore/#zoom=16&lat=58.0911&lon=-4.7196&layers=6&b=1 and
http://www.geograph.org.uk/gridref/NC3914