I posted a link a few years ago, before some of you had joined Muppet Central. It is a set of photos from all of the Henson-related locations I visited in England. You can see them here:
http://etphoto.smugmug.com/Henson/Muppets-in-England/
If you go up a level on the website, I have some other photos of temporary exhibits and such. I also have some photos of the Henson statue and the Kermit terrapin statue that Muppetfan44 mentioned.
I have been to the Center of Puppetry Arts, but that was before the large Henson acquisition. At the time they did have Cookie Monster, the Pigs in Space, and a Skeksis (which was pretty awesome to see). So I definitely need to return there. I'm also hoping to catch "Fantastic World" in Chicago later this year.
-Murray