In this paper we outline a class of fully parametric proportional hazards models, in which the baseline hazard is assumed to be a power transform of the time scale, corresponding to assuming that survival times follow a Weibull distribution. Such a class of models allows for the possibility of time varying hazard rates, but assumes a constant hazard ratio. We outline how Bayesian inference proceeds for such a class of models using asymptotic approximations which require only the ability to maximize the joint log posterior density. We apply these models to a clinical trial to assess the efficacy of neutron therapy compared to conventional treatment for patients with tumours of the pelvic region. In this trial there was prior information about the log hazard ratio both in terms of elicited clinical beliefs and the results of previous studies. Finally, we consider a number of extensions to this class of models, in particular the use of alternative baseline functions, and the extension to multi-state data.