Senoia
Main street Senoia was used as Woodbury. I would suggest you stop into the visitors center. The lady that works there was very helpful. She has pamphlets for historic houses in Senoia two of which were used in The Walking Dead.
Houses used in TWD are the McKnight-Mann house and the Mann-Whatley house. They are both located on Pylant Street in Senoia.
McKnight-Mann house
This was the house where Michonne finds Carl and Rick after the prison was lost in season 4. The angle from the street is not the angle which was used for filming. I wasn't about to trespass on private property. The front door is actually on the side not the front. According to the pamphlet the original owner moved it there to accommodate a piano.
Mann-Whatley house.
This is the pudding house from Season 4.
The Walking Dead store has some cool things. Downstairs they have Penny's cage, zombie head aquarium, and a prison cell.
Grantville
Several scenes were filmed in Grantville. Main street Grantville was used for Season 3 episode "Clear" where Rick runs into Morgan. The Grantville cemetery and a house were used in Season 4 where Beth and Daryl find a cemetery and mortuary.
Main Street
Railroad depot used in Season 4 when Daryl is with Joe's group of creepy guys.
Mortuary house and graveyard.
Raleigh Studios
The prison is located in Raleigh Studios. It was gated off so I didn't go in. According to Google the lake and dock where The Governor throws in Pete in Season 4 is located there also. But on the drive to the studios we passed by a lake and small dock that led up to someone's house that looked like it could be the same. You judge for yourself.