Cleopatra's Needle, Victoria Embankment WC2.
I know its not a statue but this seemed the most logical place to put a three and a half thousand year old Egyptian obelisk! Flanked by two Sphinxes Cleopatra's Needle sits on the edge of the Thames near Embankment Station.
This monument to Arthur Sullivan, of Gilbert and Sullivan fame, is in Victoria Embankment Gardens WC1. (I suppose some will think this in bad taste, but secretly, what man wouldn't like to think that a beautiful woman will shed tears at his demise?)