Tea at the Connaught is very nice indeed, and one of my friends was very pleased with tea taken just a few weeks ago at the Capital Hotel. I want to try tea at Sketch as it looks very promising.
For a cuppa and scones with jam and cream there's always the Wolseley, well worth a visit. For a proper cup of tea and a French pastry you could do worse than visit Maison Bertaux, still going strong in Greek Street after many years.