Most of the area around Embankment station is land that was re-claimed from the River Thames after the construction of the Victoria Embankment in 1865. The good thing about this area is that there is something different to see and photograph which ever direction you take.
If you exit south onto Victoria Embankment, you are on the banks of the River Thames with easy access onto the Golden Jubilee Bridges and views towards the South Bank and the City of London. To the east, there is Victoria Embankment Gardens to explore and enjoy. Under the bridge and to the west is Northumberland Avenue which has some great architecture as well as good access to both Whitehall and the east side of the Golden Jubilee Bridge and its views towards Houses of Parliament and the London Eye. The northern part of this area takes you up Villiers Street which connects The Strand with The Embankment and is where Rudyard Kipling used to live.
Mornings during the weekend are my favourite times to visit because it can get quite crowded, but any time works well.