Middlebury, Wesleyan, Vassar or Davidson?

The only reason to consider Davidson over any of the other schools on your list is if ONLY you expect to the live in the South after graduation. If instead you plan to live in the Northeast, Mid Atlantic or the West Coast then a Davidson degree will leave you disadvantaged compared to the other schools. Equally important is the social atmosphere, I am not very familiar with Davidson, but its likely to be more right-of-center leaning whereas the other schools are much more left-leaning with the typical array of stereotypes.