I went on a 2.5 hour organised walking tour in London a couple of days ago. It only cost £10, with the meeting point outside Planet Hollywood in Piccadilly.
It was definitely worth doing, as I saw lots of locations which I've read about but never got the chance to actually explore. We started with the first location at Blades, which was used during the sword fight scene in DAD. I asked the tour guide whether this was the famous Blades that Fleming wrote about in MR, and he said it was, but I'm not entirely convinced he really knew, as he declared that he had never read a Fleming novel. I tried to refrain myself from correcting him on a few occasions, as I didn't want to sound like a clever know-it-all to the rest of the group.
The locations included -
Entrance to Buckingham Palace (DAD).
Whitehall/Downing Street, and the building where Bond stands at the end of Skyfall on the rooftop.
Malaysia Airways office (I think) near Trafalgar Square which doubled for Universal Export in OHMSS and TLD (apparently).
The tube locations for Bond's chase with Silva in Skyfall.
The street where Bond is running down to the sound of M's poem reading of Tennyson.
The art gallery bench and painting where Bond first meets M in Skyfall.
The famous lamp post publicity shot area where Lazenby was stood pointing his gun in front of Big Ben.
What was useful was the tour guide carried with him several photos of the locations we were visiting, so you could compare the photo with the actual view. It was definitely worth the money, and would highly recommend it to anyone who's in London and wants to kill a couple of hours.