I had found out about the locations in UK where the film was shot and wrote on this page tourist info for those who wants to visit the sites.
Let's start at the Privet Drive, which is really Pickett Point Close in Martin's Heron, just outside of the town of Bracknell, Berkshire. No.12 Pickett Point Close was used as the Dursleys' residence.
London Zoo remained as itself in the movie. It's situated in Regents Park, London, opens during: Nov-Feb 10am-6pm; Mar-Oct, 10am-5:30pm; and the entry cost is $30 for adults(the cost is in australian dollars, that's roughly US$16 based on the current exchange rate.)$26 (approx. US$14) for children.
The Australian House at the Strand in central London stood in for the white marble Gringotts Bank. Due to the frenzy of vast amount of visitors and onlookers, the tours have been cancelled and I don't know when they will resume, but you can still see the exterior if not the interior.
The Kingscross Station stars as itself in the movie. I don't know where the station is.
The Hogwarts Express journeys from Kingscross Station to Hogsmeade via the Newton Dale stretch of the North Yorkshire Moors Railway. The bright red steam engine (a West Country locomotive no.34027 Taw Valley) which starred as the Hogwarts Express, runs on the Severn Valley Railway, one of England's most popular heritage steam railways. You better check when the Hogwarts Express is running before travelling. The Railway Station is in Bewdley, Worcestershire. The website is www.svr.co.uk
Finally, the Hogwarts Express reaches the Hogsmeade Station, which was played by the Goathland Station on the North Yorkshire Moors. For Goathland Station, contact Pickering Station, Pickering North Yorkshire. Goathland is already famous for being the fictional village of Aidensfield in the UK TV series Heartbeat.
Much of the Hogwarts castle exterior is computer generated, however it's courtyards, lawns, gateways belongs to Alnwick Castle in Alnwick Northumberland. The castle opens between April to October daily, from 11am to 5pm. The entry cost is $13.50 (approx US$7)for adults, $7.50 (approx. US$4) for children.
Constructed between 1337-60 by King Edward II, the gothic cathedral of Gloucester became Hogwarts' Great Hall and it's chapterhouse became the corridor leading to the girls' bathroom where the fight with the troll took place in the film. Some local conservatives were not thrilled when they found that the "dark arts" film, Harry Potter is going to be filmed there. This is probably the address: The Chapter Office, 2 College Green, Gloucester. The cost of entry is $7.50 (approx. US$4) per person.
The Bodleian Library of Oxford University, founded in 1602, stood in for the Hogwarts library. It is situated at Broad Street, Oxford, UK. Opens between Mon-Fri 9am-10pm; Saturday 9am-1pm. The university's Divinity School became Madam Pomfrey's Hospital Wing, and the Christ Church College was also a location for filming though I don't know what it was used for in the film.
Many people was alerted to the fact that Harry Potter was in Durham in north of England, when fake snow appeared around the Durham Catheral(remember the shot of school amidst falling snow?). The site which, has been the resting place of St Cuthbert since 995AD, became McGonagall's Transfiguration classroom.
From London to Hogwarts, I nearly left out the medieval village of Lacock near Chippenham in Wiltshire in England's south-west. One of the village cottages was used as the Potters' residence in Godric's Hollow. The churchyard of St. Cyriac's in Lacock was turned into a graveyard with a sign proclaiming it as "Godric's Hollow", using CGI.
That's all, and I hope these info had been useful to you.