The Longstone of Mottistone
http://www.themodernantiquarian.com/site/292/longstone_of_mottistone.html
The five barrows near the needles
http://www.themodernantiquarian.com/site/291/five_barrows.html

And i thought the Addle stone was on the isle of white but I cant find owt about it so I'm probably mistaken.

There are many barrow cemetaries around as well, but no burial chambers no stone circles or very much of any thing else.

On a non megalithic note Shanklin chine is a very nice place, especially in the rain, I know, strange, but that's rivers and waterfalls for you.