There's all sorts of places the Proclaimers *could* walk 1,000 miles in total, but it's difficult to do this in the UK without doubling back on yourself.
I've instead assumed the Proclaimers set off from their native Leith (on the outskirts of Edinburgh) and walked all the way to Cornwall, 500 miles away – then turned round and walked back (500 more), to fall down at your door, pretty much where they started out.