Wherton:
Friday Street between Abinger Hammer and Dorking, Surrey (A few km
west of Dorking on a road that branches south from the A25 at
Wotton).
The Paris Metro:
Bank station, central line, London tube
Hiding place where "thing" is removed from Will's arm:
A disused railway tunnel under the Archway Road, at the end
of Holmesdale Road in Highgate, North London.
Paris department store:
Old Whitely's store in central London
City of Gold gardens:
The Barbican, London.
Other Locations in Southern England:
Chateau Ricordeau:
Saltwood Castle, Kent.
Rhymney:
Charlestown, Cornwall.
Vichot's Vineyard:
North Wooton vineyard near Glastonbury in Somerset.
North West Locations:
Games Stadium:
Manchester's White City Stadium (close to Old Trafford). (It was
already disused at the time and closed soon after. It is now the
site of a retail park, however, the Stadium's ornate stone gateway
has been preserved.)
Place where Beanpole rescues Will from the river:
Hole in the Wall, Herefordshire.
Locations in Wales:
Beanpole's lookout at the beginning of episode 3, Boulevard Champs
Elyses in Paris (minus sets):
An abandoned WWII era airfield somewhere in North Wales
French "Fete Village" and trial sequence:
Portmerion
The place where they cross the river and Beanpole falls in:
Swallow Falls, Betwys-y-Coed.
The place where they kill the tripod:
Lechwedd slate mines in Blaenau Ffestiniog, near Betws-Y-Coed.
Where Will escapes from the city, and Fritz is beaten up:
A nuclear power station in North Wales.
The hideout where Freemen posed as black guards:
Snowdonia, some sort of hydroelectric station near Rhyd Ddu, with
large unused pipes piled on the ground. I came upon this by
accident while hiking up to Pen-y-pas from Beddgelert about ten
years ago.
A big thanks to Pete Nekola for compiling this list, big thanks also to everybody who has given hints about the locations!