Apart from the fact that its building is worth a visit by itself as it's the only purpose-built stable that functioned as a horse hospital within Central London that is still intact, it also offers some of the best underground and avant-garde culture in London. Aside from exhibitions, film screenings and music events it also houses 'The Contemporary Wardrobe Collection' which features vintage street fashion, couture items and accessories to the Film, TV and Fashion industries.
Great little cinema, hidden away in the basement of Aubin & Wills, London. Not exactly a fan of the brand but the cinema is pretty awesome. They show a variety of interesting films and have probably the comfiest seats including armchairs and sofas. Bit dear, but one of the best cinemas I've come across.
A short walk from Oxford Circus tube station, Kaffeine is easily one of the best coffee houses in London. Whenever I'm working in the area I pop in beforehand to kick start my day with a well-made cappuccino.