By the start of the 2002–03 season, Daly was regarded as one of Division 2's most promising strikers. He played more regularly and he was involved in 35 of Stockport's 46 league games, scoring seven goals. During this season Stockport manager, Carlton Palmer, decided against naming a goalkeeper on the bench and revealed that he was planning to use Daly in net should their keeper get sent off or injured. However, this never occurred and Daly never made an appearance in net. In October 2004 he went on loan to Grimsby, and scored on his debut against Chester City. However, in his third and final appearance for Grimsby he was sent off against Scunthorpe United.