In between soho and covent garden. There ares lots of great independent shops on this street. Dover bookshop, magma, super superficial and Mint to name a few. Also if you want a cheap lunch on your work break Cafe No.1 is amazing. £2.50 jacket potatoes with cheese and beans.
It is a music store in Brick Lane. You can spend there the perfect Sunday afternoon, listening to lot of new good music, thumbing through cool books while relaxing in their café. Oh, and the Rough trade photo-booth is a must if you go there!