Davis and Thomas are close enough that I think of them as a pair, but different enough that you should visit both. Together they make one of my favorite bases for exploring the high country of West Virginia.
Davis for the outdoors
Davis puts you close to Blackwater Falls State Park, Canaan Valley and the rugged landscapes of Tucker County. It has the practical feel of a mountain town where muddy boots and outdoor gear look entirely normal.
Thomas for character
Nearby Thomas has an artsier personality, with historic buildings, galleries, music and places to eat or drink. The old industrial architecture gives the town far more character than its size suggests.
Stay for a couple of nights
I would not drive all the way into this part of the state merely for a quick photograph at Blackwater Falls. Stay in Davis or Thomas and use them as a base for waterfalls, hiking, scenic drives and Dolly Sods.
Weather deserves respect because elevation changes conditions quickly, especially in winter.
The combination works because you get both sides of mountain West Virginia: spectacular landscapes during the day and small-town personality when you return in the evening.