Well, it is an amalgam of various parts of London, real (Wyndham's, Leicester Square, King's Cross) and fictional (Grimmauld Place). And let's not forget that the HP books take place in the 90's. Perhaps the lamps have changed since then?
More importantly, in real life, Grimmauld Place is Claremont Square in Islington, and it does feature lamps like the ones they're using, as seen in the movie as well as in the photo below:
(Here's a larger closeup of a street lamp in Claremont Square:
http://0.tqn.com/d/golondon/1/0/D/F/0/-/Claremont-Square.jpg)
What I'm wondering is why they're not using the South Bank Embankment lamps below. Or are they?