Many Scottish directories can be read and downloaded at the National Library of Scotland's Scottish Directories pages. They are also available in different download formats at the Internet Archive texts (search for 'scottishdirectories').
Wigtownshire is included in Pigot's 1825/6 Directory of Scotland, available on CD from Archive CD Books. It is also at the Scottish Directories pages.
Pigot's National Commercial Directory for the whole of Scotland, 1837, is online at the Scottish Directories pages, at Google Books. The Wigtownshire section is available on microfiche by Nick Vine Hall, available from Gould Genealogy in Australia.
Slater's 1852 Directory of Scotland is available on microfiche from The Parish Chest.
Slater's 1861 Directory of Scotland is at the Scottish Directories pages.
Slater's 1878 Directory of Scotland is at the Scottish Directories pages.
Slater's 1886 Directory of Scotland is at the Scottish Directories pages.
Slater's 1903 Directory of Scotland (vol. 1) is at the Scottish Directories pages.
Many Wigtownshire residents will be found in the County Directory of Scotland, at the Scottish Directories pages. Editions for 1862, 1868, 1872, 1875, 1878, 1882-85, 1886-9, 1893-6 and 1901-4 are available online there. The 1912 edition is available on CD from the Scottish Genealogy Society. [The series started as Directory to Noblemen's and Gentlemen's Seats, Villages, etc. in Scotland, then became the Directory to Gentlemen's Seats ... . Editions for 1843, 1852 and 1857 are also at the Scottish Directories pages. These volumes are very useful in locating farms and country houses.]