Horse Guards Parade, built on the site of the tilt-yard of Whitehall Palace. (A tilt-yard is where jousting was carried on - jousting is also known as tilting, hence "tilting at windmills.") A great tournament was held her in 1540 by Henry VIII and attended by knights from all over Europe.
For many years, exercises were held her on Elizabeth I's (yes, the first) birthday; and from the 17th century reviews, parades and medal presentation ceremonies.
The funeral procession of the Duke of Wellington formed up here in 1852.
Trooping the Colour takes place here annually, on the Monarch's birthday.