Davis is one of the many versatile, unheralded character actors to have moved through Hollywood in relative anonymity. I wouldn't say he was a phenomenal talent, though he was certainly very good, but it so happens that he played two pivotal roles on two television shows that, more than any other works of art, shaped my taste in movies and stories when I was a young teenager.
As Captain William Scully, Agent Scully's father, Davis was the heart of what may have been The X-Files' finest hour (as any self-respecting X-Files fan knows, the Season 1 episode in which he appeared was called "Beyond the Sea"). And as Major Briggs on Twin Peaks, he carried one of that show's creepiest, most memorable plotlines. Whenever he would appear, I knew I was in for another amazing Lynchian what-the-hell moment.
These two roles are so burned into my memory they're practically hardwired. Whenever I see Don Davis's face, I flash back to the incomparable (for me) experience of watching The X-Files and Twin Peaks for the first time. (Of course, he wasn't just a television actor -- he had parts in countless feature films.) Surely you have similarly strong associations with other actors. I couldn't let his passing go unmentioned.
Davis had a prominent role on Stargate SG-1, and that show's fansite has a longer obit for him here.