One entrance to Diagon Alley can be reached on foot by passing through The Leaky Cauldron, which is invisible to Muggles. To enter Diagon Alley, one must go through The Leaky Cauldron to a rear courtyard and tap a brick in the wall, found by counting three up and two across, three times.
Alternatively you can walk, ride or drive from the crossroads. Enjoy some fresh air and the chance to visit a wizard location. Watch out for "he who shall not be named" and deatheaters.