On my recent trip to London I was able to visit the WB Studios 'The Making of Harry Potter' exhibit and I highly recommend it to anyone that is a fan of Harry Potter or film making. The detail they went to for all the set piece for this series of movies is amazing.
My one recommendation to you if you go is to give yourself plenty of time to walk around and really enjoy the the exhibit. Even after close to five hours I would love to go back as I know I did not see everything as there is so much to the tour.
Take a camera because they alway cameras, in fact they encourage you take pictures. Below is the entrance to the studio and a few of the giant chess pieces from the movie.