Although closed to traffic on Sundays, The Mall is the preferred route for many a taxi as it is a useful and relatively untrafficked road. It connects Constitution Hill (and therefore Hyde Park Corner) with Trafalgar Square (and therefore the Strand and the nearby [Victoria Embankment]? which is by far the best route for crossing central London). Victoria is also connected via Spur Road and [Buckingham Gate]?.
It's also an excellent cycle route - it's wide and not too busy, and even then there is a cycle path next to the bridleway which runs down most of its length - this path provides a more convenient way around the traffic lights outside Buckingham Palace.