Erik Mona was just over there for GenCon UK, and this is what I recommended to him.
Unfortunately, we didn't see any game stores worth a farthing....
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I'll second the suggestion to visit Avebury, if you have the extra time; Heather and I weren't able to while there in Dec 2006, but heard wonderful things. We also visited Bath, which was great (it was a StoneHenge, Windsor Castle, Bath day-long tour). We did a Jack the Ripper walking tour which was pretty interesting, but I rather imagine that you would have been able to do a better one
While there, we also visited the British Museum (great, though we only allotted a 1/2 day thanks to the one thing our Rick Steve's guidebook lead us astray on), the British Library (also excellent!), the Victoria & Albert museum, rode the London Eye, the Sherlock Holmes Museum, the National Gallery, Westminster Abbey, Tower of London, Southwark Cathedral, Greenwich/the Royal Observatory/National Maritime Museum (alas, the Cutty Sark was closed when we were there, and it burned down afterward...), and St. Paul's Cathedral.
When we were at the British Museum and Library, neither gift shop had replicas of the ancient Roman
d20 available, alas. If they have, and you have the spare $$, do please pick one up, and I'll happily reimburse you!
I made a trip to The Fantasy Centre with John Davey, a fellow Michael Moorcock fanatic. Fantasy Centre is the last F/SF bookstore in London worth a damn, and I bought several
MM and CAS books while there:
http://www.fantasycentre.demon.co.uk/ Much much much better than Forbidden Planet. We also tried to visit the Kensington Roof Gardens (famous in MM's Jerry Cornelius novels as Derry and Toms Roof Gardens) but they weren't open to the public on whatever day we were visiting due to a private function, so if you're interested, call ahead:
http://en.wikipedia.org/wiki/Kensington_Roof_Gardens
