Pigot & Co's Commercial Directories. These are quite handy and I have found that the 1835 one (covered the Midlands area I was looking at) is all online. Even if you don't know if your ancestor had a trade it is worth checking and interesting just looking at all the different trades then. I found a g.g.g. grandfather listed under "Straw Hat Maker" in Stourbridge and Dudley in 1835, which at least backed up his 1841 census entry for occupation, plus put him in a different town.
