We discovered this walk by accident. We were heading for Housesteads, but it was so crowded we couldn't even get into the car park.
So we decided to cut our losses and head for the Visitor Centre at Once Brewed. From there it's just a short drive up to the car park on the edge of Windshield Crags.
The walk actually features in many guidebooks, and rightly so. This is one of the best preserved, and most dramatic sections of the wall, and has some splendid views.
Most guides suggest you walk out along the ridge and then drop down to the south and walk back along the lower path.
Personally, I'd only recommend that if your obsessed with circular walks. We just turned round and walk back the way we came. The views are completely different looking the other way.