Like ForeverHiFi, I was in some high-end shops the last time I was in London, but forget where they were exactly. I agree, just ask.
If you have time to kill and you want to check out some modestly price gear (Arcam, Cambridge Audio, Sony, Mordaunt Short, Mission, the better Marantz, and quite a few brands not sold in the USA), you can also stop in a Richer Sounds outlet. They have mutiple locations around London and the UK as well.
Their website is http://www.richersounds.com/
You will find a lot of Cambridge gear, because owner Julian Richer is the general partner in Audio Partnership that owns Cambridge. He can sell the stuff for what would be wholesale in the US.
My earlier mention of Tower should be a must visit for classical listeners. The Picadilly Tower has the largest classical collection in one place I have ever seen. If memory serves, it took up an entire floor of the multi-level store. If you've ever wanted that rare CD that would be a special import in the USA; you can just pick it out of the rack there in stock.
