Once the private town residence of HRH the Prince of Wales, St James' Palace is situated at the end of Pall Mall. Closed to the public, you can stare at the last remaining of four courts from the gates outside.
The principal residence of 300 years of monarchs from 1698 after Whitehall burnt down, Henry VIII originally ordered its construction for Anne Boleyn in 1532, and it served as the monarch's London residence until Queen Victoria ascended to the throne in 1837.
However, both the Chapel Royal - scene of five royal weddings - and Queen's Chapel in Marlborough Road are open to visitors on Sundays. It's also worth turning up for the changing of the guard in Friary Court, which takes place daily at 11am.