Villages, lots I suspect, too many to list.
Towns, more difficult. Quite a few I've passed through without visiting but struggling to find anything nearby (I'm in Hampshire) that I've never even passed through. Perhaps Crewkerne or Chard? Or in the other direction, Bexhill? Or, closer, Burgess Hill if that's a town.
I think Bexhill is definitely the nearest large town I've never visited or passed through. Indeed the whole Hastings-Bexhill conurbation is still largely unvisited though in 1994 I did briefly visit an estate on the northern edge of Hastings (relatives) without ever getting near the town centre.
For cities, I've neither visited nor passed through Norwich. I think that's the nearest, unless Ipswich is a city (I don't think so). As for cities I've passed through but never visited, it would probably be Exeter or Gloucester. (Or Chelmsford? is that a city?)
And finally, for counties, Suffolk is the nearest unvisited one. Indeed I think Suffolk and Norfolk are the only two English counties I've neither visited nor passed through. You could perhaps add Rutland, as it didn't formally exist in 1989 or 1993, the two years I used the ECML. (The ECML just makes it into Rutland for a very short distance).