Piccadilly Circus is a famous road junction and public space of London's West End in the City of Westminster, built in 1819 to connect Regent Street with the major shopping street of Piccadilly. In this context, a circus, from the Latin word meaning 'circle', is a round open space at a street (...) (from Wikipedia).
This is the central roundabout of London's West End entertainment district. Just like Times Square in New York, this is where every evening, thousands of people going out.
Address: Intersection of Piccadilly Street and Regent Street.
Underground station: Piccadilly Circus.