* Russell C. Davis, a former mayor of Jackson, Miss., died Saturday at age 71 at his home. Services were set for today in Mississippi. He had suffered from cancer. The Rockville, Md., native served as mayor of Jackson from 1969 to 1977, succeeding five-term segregationist Mayor Allen Thompson. He was an early advocate of moving from the mayor-commission form of government, controlled by a mayor and two commissioners, to the mayor-council form, adopted in 1985. Under the change, Jackson now has a majority-black city council.