This Alan Eisen flickr page will take you on a walk of the Wall, showing many of the blue-bordered plaques.
The Museum of London created a 2 mile long London Wall Walk in 1983, marked with 23 lovely, blue-bordered, tiled information panels. The accompanying booklet is now out-of-print and the Wall Walk panels have deteriorated or have been removed but a few still exist. The booklet is available as a pdf. 2017: we are sad to see that neither of those links works anymore.
Spitalfields Life have a good post gathering together lots of Roman things in London.