Blackfriars is a wonderful place to skateboard if that's your bag. Beyond that, It's also a very underrated bridge. Underneath it on the North side is a perfect place to hang out and have an offie-bought drink, a quiet smoke or just sit and watch people walking and jogging past.
I went to the launch of an issue of a very good magazine there : infopool: http://infopool.org.uk. We had some beers and it was amazing how many people just came along and joined in.
There's also an interesting and morbid history to this space. In 1982 the Italian financier Roberto Calvi, known as 'God's Banker' because of his coonnections with the Vatican was found hanging under the North side of the bridge. Despite evidence of foul play and much speculation about masonic / mafia involvement in his death, the Met. classified it as a suicide. For more info check the Wikipaedia entry: http://www.wikipedia.org/wiki/Roberto_Calvi