Have you heard of Samuel Lewis's Topographical Dictionaries? These wonderful publications exist for England, Scotland, Wales and Ireland. They give descriptions of all (or at least, most) of the towns and villages in each country of the United Kingdom. They are arranged alphabetically by place, and are therefore easy to navigate. And we are very lucky that they are all available online for free, often in many places. Each country was represented in multiple volumes, and there were multiple editions of the publication for England, Wales and Ireland.
For each place you are given distances to major towns and other geographical descriptors (like any rivers running through a place), the population, and the names of the principal landholders at the time of publication. If courts are held in a town the dates of their sittings will be listed, and the later England and Welsh editions give you the name of the Poor Law Union and hundred, while the Irish ones list the barony and province. The Scottish editions list the principal crops and livestock. And the Welsh and Irish editions give you a history of the place. For Irish places it can be interesting to find mention of a plantation of that place. For example, the entry for Tanderagee in County Armagh says it was "on the plantation of Ulster granted by James I., in the 8th year of his reign, to Sir Oliver St. John, who rebuilt the castle and laid the foundation of the present town, which he peopled with English inhabitants".
One very useful aspect of these publications is that they identify the various churches in a particular location. In the entry for Parsonstown (now called Birr) in Kings County (now called Offaly) in Ireland, after giving information on the Church of Ireland and Roman Catholic churches in the town, the entry goes on to say "There are six other places of worship; three for Independents, one for the Society of Friends, and two for Wesleyan and Whitfield Methodists." This might be a useful clue as to other places to look for the baptism of an ancestor.
Nowhere is this more important than in Scotland, where there were numerous congregations that broke away from the Church of Scotland, resulting in a large number of baptisms and marriages that are not recorded in the registers on the ScotlandsPeople website. The entry for Cupar in Fife includes the following: "The church was erected in 1785, and has been altered and enlarged from time to time; and another church, called St. Michael's, has lately been built, at an expense of about £1800, partly raised by transferable shares, which entitle each subscriber to the choice of a seat. There is an episcopal chapel, a very handsome building; also places of worship for members of the Free Church, the Relief Connexion, Old Light Burghers, Baptists, and Glasites."
The entry for Chipping Sodbury in Gloucestershire states that it is a market town. This might explain how one of your ancestors from Chipping Sodbury married someone from elsewhere in Gloucestershire: they met on market day. And the population statistics in the Irish entries are a valuable insight into a pre-Famine Ireland.
Not all editions of each publication are online, but at least one of each is available. British History Online has the 1848 Topographical Dictionary of England, the 1849 Dictionary of Wales and the 1846 Dictionary of Scotland. Library Ireland has the 1837 edition of the Topographical Dictionary of Ireland online.