Theres a couple of places that are just dying to be explored!
There's a tasty looking hotel in Woolacombe called the Narracott Grand and the Berkeley Hotel along Ilfracombe seafront. Rumours are that the Berkeley has had some fire damage but what the extent of this is I don't know.
Also an old NHS building called Riversvale in Barnstaple.
Sadly the Collingwood (which has been mentioned) has now been demolished but I believe it would have been too dangerous to enter anyway.
All of these buildings are in very public areas BUT I recon you could also slip very quickly out of view once you're over walls/round the back etc.