Many years ago I made extensive use of the excellent collection of trade directories held at the Harris Library in Preston. I then came across criticism by many local historians of the value of directories as a source. When I later attended a course at Lancaster University run by Angus Winchester and Mike Winstanley (a wonderfully inspiring and rewarding two years) I took the opportunity to examine the use of directories more closely. There is no doubt that, for Preston, at least, they offer an unbeatable guide to social history from the early 19th century onwards.
The Preston directories are rich a source for historians, providing the raw materials for mapping the changing social geography of the town. They offer access to information that the census returns for the town cannot reach. I have transcripts for Preston directories from the beginning and end of the 19th century, and for just after the Second World War, before the planners set about remodelling the town. These can be found by following the links below, and to two articles arguing for the wider use of directories and an example of their application (they are probably a bit dated now). If any copyright holder objects to the use of the data here it will be taken down.
Two separate directories for Preston were published in 1818 (Rogerson and Pigot ), extremely useful since detailed census data is not available for that period. The information they provide can be usefully projected on the Shakeshaft and Baines maps of the same period; the open source software required is listed in the Resources section. Internal evidence suggests the two directories were canvassed and prepared separately: it wasn’t the case of either stealing the other’s data.
A useful directory for the mid-19th century is the Mannex 1851.  This is available for loan from the Harris library.
The directory publishers Barretts supplied a comprehensive run of directories for the town from the 1880s to the 1960s. Sections of their directories for 1885 and 1952  can be found at these links:
Some years ago Leicester University began digitising English trade directories, putting them on line at its Historical Directories website. The project ended in March 2014, but the directories can still be browsed or downloaded and the data can be used under a creative commons non-commercial licence. The link below is to the Barrett Directory for Preston for 1917. It is a complete, well-prepared digitisation, which is searchable:
 Lancashire General Directory for 1818. Part First, Comprising Blackburn with Accrington, Church, Clitheroe, Darwen and Whalley; Bolton with Astley Bridge, Breightmet, Burnden, Chowbent, Dean Church and Leigh; and Preston with Chorley and Walton, and the Suburbs of Each Town (Manchester: T. Rogerson, 1818); Pigot’s Commercial Directory of Merchants, Manufacturers and Tradesmen (Manchester: Pigot & Co, 1818).
 Mannex and Co, A History, Topography, and Directory of Westmorland and the Hundreds of Lonsdale and Amounderness in Lancashire (1851; repr., Whitehaven: Moon, 1978), http://capitadiscovery.co.uk/lancashire/items/1419.
 General and Commercial Directory of Preston, Blackpool, Fleetwood, Lytham, St. Anne’s, Poulton-Le-Fylde, Garstang, Longridge, Walton-Le-Dale, Leyland, Croston, and Adjacent Villages and Townships (Preston: Barrett, 1885); Barrett’s General and Commercial Directory of Preston and District, 18th ed. (Preston: Barrett’s, 1952).