Directories were published for many large towns from about 1800, aimed at commercial travellers, though some earlier ones exist. A few decades later such publications were produced covering small towns and rural areas. These directories generally provided a brief description of each town or place covered, plus a listing of prominent residents and of the various tradesmen, and in due course were published annually. As the 19th century progressed directories became more and more comprehensive, and can be of considerable help in locating people and tracing their movements. A growing number of these directories are now being made available online or on CD-ROM.
Useful reference books:
Shaw, Gareth and Tipper, Alison. British Directories: A bibliography and guide to directories published in England and Wales (1850-1950) and Scotland (1753-1950)., (1988).
Norton, J. Guide to the National and Provincial Directories of England and Wales, excluding London, published before 1856, Royal Historical Society (1950).
Leicester University's Digital Library of Historical Directories - The aim of this project was to make available one directory for each English and Welsh county for the 1850s, 1890s and 1910s. In addition, a sample of directories was made available for the period 1750-1849, and for the 1860s, 1870s, 1880s and 1900s.
Protestation Returns are held in the House of Lords Library - "The Protestation Returns are the closest record we have to a census from 1642. If you can trace your ancestors back to 1642, and you know which county and parish they lived in, it may be worth looking to see if their names are in the Protestation Returns."
British Telecom have placed the United Kingdom Telephone Directories (Yellow and White pages) online. Please note: (1) This includes customers of other telephone companies as well as those of BT, (2) Many UK telephone numbers are "ex-directory", i.e. at the request of the customer, they are NOT listed in any directory.
British Telecom Archives have a number of record collections of value to genealogists. Of particular value is their extensive collection of Telephone Directories, dating from 1880 to the present day, which are available on microfilm in their public searchroom.