If you're in Mayfair, the Grapes is probably the classic one to go to. I used to love going to the Guinea Grill, it's on a little back street called Bruton Place (I think) which has at least two of the ten houses I would buy if I won several billion on the lottery. You'll see the ones I mean I think, with the cute winches on top.
If in Mayfair, be prepared to be surrounded by suits in bars. You can work out a blinding pub crawl though, and I recommend walking down Bond Street looking at the jewellery.