http://todayilearned.co.uk/wp-content/uploads/2011/07/crossi...
These not only give feedback when the button is pressed, but also have a tactile spinner on the bottom for blind people (most, but not all, pedestrian crossings in the UK beep when you can cross however).
I don't really use either mechanism, but I would guess that the ticker in the linked article (the metal bit in the middle of the arrow gives a strong click) would be preferable to touching something underneath a city-dwelling box, where muck, gunk, and whatever accumulates. That's an edge-case complaint, though.
Another thing to consider with these kinds of things is reliability, maintenance, and cost. May not interest the UX people, but will definitely interest the local councils...
https://www.google.co.uk/imgres?imgurl=http%3A%2F%2Fi.telegr...
Different legislation. Most of UK: tsrgd 2016 legislation, including the North of Ireland. Most UK one with have the tactile on the bottom, especially on the right hand side, as the visually impaired person normally has guide dog on left.