Watching the DVD commentary, it seems like North London got the lions share of locations in SOTD. Crouch End, Finchley, Highgate, Barnet.

Whereas it's New Cross for the location of The Winchester.

Using Multimap I've managed to find Weston Park in Crouch End (the street next to Shaun, Ed and Pete's house, and with Nelsons shop).

Any ideas about whereabouts the rest may be?