Originally Posted by Calcifer
Ah, Buster, you seem to travel the same way I do! Note that Borough Market is also open on Fridays, and quite a bit less crazy then if you can't handle the crowds. I believe the chorizo sandwich at Brindisa is available on days other than Saturday as well, but the toasted cheese sandwich (and the raclette) at Neal's Yard Dairy in the market is a Saturday-only thing.
Marylebone also has a great bookshop, Daunt's, that I first read about on FT. And good bakeries, and the Wallace Collection that's been mentioned previously....
There is a Brindisa shop as part of the Spitalfields market complex, which also contains my latest favourite restaurant, Canteen.
Wingnut posted an excellent review elsewhere in the London forum.
There is an extraordinary house museum not far from Spitalfields called Dennis Severs house. Fascinating place,
website here.
My other London recommendation is a perennial. It's called walking. Without a doubt the best way to appreciate the city, and a great way of getting off the tourist beaten track. Either pick a walk from a guidebook, or strike out on your own.
And a plea - do try and get off the aforementioned trail. While there are plenty of must see sights you'll enjoy the place a whole lot more (and feel less like a you are being squeezed through a money extracting machine) if you get away from the hordes for a while.