Davies hosted his own syndicated comedic radio show "The Swami," on which he played Achmed Benaben (The Swami), from 1998-2001. The show was syndicated throughout the Midwest. From 2002 to 2004 he hosted two TV shows "Just for the Health of it" and "Now We're Cooking" that were aired throughout Michigan, Wisconsin, Minnesota, Iowa and Illinois.

In late 2007, he started his own production company with Steve Russell. DaviesRussell, LLC is a full-service TV and film production house. One of their first productions was the Rex Piano directed "Wienerfest" (2009). Davies portrays the drunk yet musclebound and egotistical Hunter Rolph while Russell was the D.P. They also co-produced "Mitakuye Oyasin" (2009).

In 2008-2010 DaviesRussell co-produced, along with Blame Society Films, the internet short comedy "Thor's Kitchen." The 2010 "Ed Gein, the Musical" (which Davies written, co-produced, and acted as title character) opened the door for the critically acclaimed film, "West of Thunder" (2015), which Davies wrote the screenplay for, along with Jody Marriott Bar-Lev. The creative advisors on the film included Lakota elders and Academy Award winner Michael Blake. In it Davies plays the starring role of Henry Seed. "West of Thunder" went on to win the Political Film Society's Best Film (Peace) and Best Film (Human Rights) becoming the first film in their almost 30 year existence to win both categories. It was also awarded, along with "Django Unchained," the Best Western at the Almeria Western Film Festival in Almeria, Spain. In honor of the 40th Annual American Indian Film Festival in San Francisco, CA, it was chosen as a Top-10 All-Time film among such classics as "Dances with Wolves," "Bury My Heart at Wounded Knee" and "Last of the Mohicans."